+49.6%
PFE vs ALLY
+201.0%
-151.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | +3.4% | +3.4% | -0.1% | +2.9% |
| 3M | +9.2% | -11.1% | +20.3% | +10.9% |
| 6M | +15.8% | -11.5% | +27.3% | +17.5% |
| YTD | +23.4% | -12.3% | +35.8% | +25.2% |
| 1Y | +25.8% | +1.1% | +24.7% | +25.0% |
| 3Y | +17.8% | +64.8% | -47.0% | +7.6% |
| 5Y | -20.2% | -6.9% | -13.3% | -22.6% |
| 10Y | +49.6% | +194.9% | -145.4% | +15.2% |
| All | +49.6% | +201.0% | -151.4% | +15.2% |
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