-20.7%
PFE vs ALLY
+1.6%
-22.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +1.8% | +3.7% | -1.9% | +1.4% |
| 30D | +10.2% | -2.3% | +12.5% | +10.5% |
| 3M | +12.7% | +3.8% | +8.9% | +12.1% |
| 6M | +10.5% | +9.7% | +0.8% | +9.2% |
| YTD | +20.2% | -1.4% | +21.6% | +20.0% |
| 1Y | +24.1% | +8.2% | +15.8% | +22.6% |
| 3Y | -3.6% | +66.5% | -70.0% | -9.3% |
| All | -20.7% | +1.6% | -22.3% | -24.0% |
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 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