+70.7%
PFE vs ALLY
+124.8%
-54.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +1.8% | +3.7% | -1.9% | +1.2% |
| 30D | +10.2% | -2.3% | +12.5% | +10.6% |
| 3M | +12.7% | +3.8% | +8.9% | +11.9% |
| 6M | +10.5% | +9.7% | +0.8% | +8.7% |
| YTD | +20.2% | -1.4% | +21.6% | +19.9% |
| 1Y | +24.1% | +8.2% | +15.8% | +21.9% |
| 3Y | -3.6% | +66.5% | -70.0% | -12.6% |
| 5Y | -20.9% | +1.2% | -22.1% | -24.4% |
| 10Y | +35.8% | +191.4% | -155.6% | +1.4% |
| All | +70.7% | +124.8% | -54.2% | +32.8% |
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