-20.2%
PFE vs ALLY
-6.7%
-13.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.6% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | +3.4% | +3.4% | -0.1% | +3.0% |
| 3M | +9.2% | -11.1% | +20.3% | +10.5% |
| 6M | +15.8% | -11.5% | +27.3% | +17.1% |
| YTD | +23.4% | -12.3% | +35.8% | +24.8% |
| 1Y | +25.8% | +1.1% | +24.7% | +25.2% |
| 3Y | +17.8% | +64.8% | -47.0% | +10.8% |
| 5Y | -20.2% | -6.9% | -13.3% | -22.6% |
| All | -20.2% | -6.7% | -13.5% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling