-5.7%
PG vs ALLY
+5.0%
-10.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.8% | -3.8% | +3.0% | -0.6% |
| 30D | +0.8% | -4.9% | +5.8% | +1.0% |
| 3M | -1.3% | -2.6% | +1.3% | -1.2% |
| 6M | -3.8% | +15.7% | -19.6% | -2.6% |
| YTD | +3.6% | -5.2% | +8.8% | +3.7% |
| 1Y | -5.7% | +2.8% | -8.5% | -6.1% |
| All | -5.7% | +5.0% | -10.8% | -6.1% |
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