+168.3%
PG vs ALLY
+174.3%
-5.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +9.2% | +5.2% | +4.0% | +8.7% |
| 3M | +18.5% | -13.3% | +31.8% | +20.0% |
| 6M | +21.1% | -6.7% | +27.7% | +21.7% |
| YTD | +21.9% | -12.8% | +34.8% | +23.1% |
| 1Y | +18.1% | +0.7% | +17.4% | +17.6% |
| 3Y | +20.6% | +65.2% | -44.6% | +12.2% |
| 5Y | +31.8% | -10.1% | +41.9% | +29.1% |
| All | +168.3% | +174.3% | -5.9% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling