-76.2%
PCG vs ALLY
+182.8%
-259.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.4% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | +0.8% | +1.1% | -0.4% | +0.3% |
| 3M | -22.0% | -13.2% | -8.9% | -18.8% |
| 6M | -17.1% | -13.5% | -3.6% | -13.9% |
| YTD | -16.9% | -14.3% | -2.6% | -13.9% |
| 1Y | -19.1% | -1.1% | -17.9% | -20.0% |
| 3Y | -19.4% | +62.0% | -81.5% | -35.2% |
| 5Y | +9.0% | -9.6% | +18.6% | +3.3% |
| 10Y | -76.2% | +176.0% | -252.1% | -84.7% |
| All | -76.2% | +182.8% | -259.0% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling