+28.4%
PFE vs ALLY
-1.7%
+30.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +0.8% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +5.3% | +1.1% | +4.2% | +5.1% |
| 3M | +10.1% | -13.2% | +23.3% | +12.3% |
| 6M | +18.0% | -13.5% | +31.5% | +20.1% |
| YTD | +25.8% | -14.3% | +40.1% | +28.7% |
| 1Y | +28.4% | -1.1% | +29.6% | +25.3% |
| All | +28.4% | -1.7% | +30.2% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling