+16.2%
PFE vs ALLY
+57.0%
-40.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.6% | -2.8% |
| 7D | -0.2% | -1.1% | +0.9% | -0.1% |
| 30D | +8.7% | +4.2% | +4.5% | +8.1% |
| 3M | +15.8% | -12.4% | +28.2% | +17.4% |
| 6M | +16.8% | -8.7% | +25.5% | +17.8% |
| YTD | +26.2% | -11.6% | +37.8% | +27.4% |
| 1Y | +29.9% | +0.2% | +29.8% | +29.4% |
| All | +16.2% | +57.0% | -40.8% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling