+17.0%
PG vs ALLY
+4.2%
+12.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +3.0% |
| 7D | +5.7% | +2.4% | +3.3% | +5.5% |
| 30D | +15.4% | +5.6% | +9.8% | +15.1% |
| 3M | +13.8% | -11.7% | +25.5% | +14.2% |
| 6M | +18.3% | -7.0% | +25.4% | +18.6% |
| YTD | +20.1% | -10.4% | +30.6% | +19.6% |
| 1Y | +17.0% | +2.4% | +14.6% | +15.8% |
| All | +17.0% | +4.2% | +12.8% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling