-62.5%
PCG vs ALLY
+101.5%
-164.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -0.9% |
| 7D | 0.0% | -1.1% | +1.1% | +0.3% |
| 30D | +5.8% | +4.2% | +1.7% | +4.6% |
| 3M | -22.8% | -12.4% | -10.4% | -20.1% |
| 6M | -18.4% | -8.7% | -9.7% | -16.9% |
| YTD | -16.9% | -11.6% | -5.2% | -14.9% |
| 1Y | -17.6% | +0.2% | -17.8% | -18.8% |
| 3Y | -20.0% | +57.1% | -77.1% | -33.2% |
| 5Y | +16.0% | -6.8% | +22.9% | +9.5% |
| 10Y | -76.7% | +200.4% | -277.1% | -84.8% |
| All | -62.5% | +101.5% | -164.0% | -74.8% |
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