+155.6%
PEP vs ALLY
+101.5%
+54.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.4% |
| 7D | +6.7% | -1.1% | +7.8% | +6.8% |
| 30D | +13.5% | +4.2% | +9.4% | +12.9% |
| 3M | +3.9% | -12.4% | +16.3% | +5.6% |
| 6M | -6.0% | -8.7% | +2.7% | -5.1% |
| YTD | +2.5% | -11.6% | +14.1% | +3.6% |
| 1Y | +3.9% | +0.2% | +3.8% | +3.3% |
| 3Y | -4.7% | +57.1% | -61.7% | -12.8% |
| 5Y | +1.1% | -6.8% | +7.9% | -2.1% |
| 10Y | +83.8% | +200.4% | -116.5% | +39.6% |
| All | +155.6% | +101.5% | +54.1% | +101.0% |
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