-59.7%
PCG vs ALLY
+124.8%
-184.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -13.9% | +3.7% | -17.5% | -14.7% |
| 30D | -16.9% | -2.3% | -14.6% | -16.4% |
| 3M | -14.7% | +3.8% | -18.6% | -15.8% |
| 6M | -23.8% | +9.7% | -33.5% | -26.3% |
| YTD | -10.5% | -1.4% | -9.1% | -10.9% |
| 1Y | -5.1% | +8.2% | -13.3% | -8.4% |
| 3Y | -11.6% | +66.5% | -78.1% | -27.3% |
| 5Y | +59.0% | +1.2% | +57.8% | +46.8% |
| 10Y | -75.7% | +191.4% | -267.2% | -84.5% |
| All | -59.7% | +124.8% | -184.5% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling