+79.3%
PFE vs ALLY
+101.5%
-22.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | +15.8% | -12.4% | +28.2% | +17.9% |
| 6M | +16.8% | -8.7% | +25.5% | +18.1% |
| YTD | +26.2% | -11.6% | +37.8% | +27.9% |
| 1Y | +29.9% | +0.2% | +29.8% | +29.2% |
| 3Y | +15.9% | +57.1% | -41.2% | +6.0% |
| 5Y | -20.6% | -6.8% | -13.8% | -23.2% |
| 10Y | +65.4% | +200.4% | -135.0% | +22.0% |
| All | +79.3% | +101.5% | -22.2% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling