-0.3%
PG vs ALLY
+63.1%
-63.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -2.0% |
| 7D | -3.4% | -1.9% | -1.4% | -3.4% |
| 30D | -2.6% | -4.5% | +1.9% | -2.6% |
| 3M | -3.3% | -2.8% | -0.5% | -3.3% |
| 6M | -6.7% | +10.3% | -17.0% | -6.5% |
| YTD | +1.7% | -5.7% | +7.4% | +1.8% |
| 1Y | -7.9% | +3.9% | -11.9% | -7.9% |
| All | -0.3% | +63.1% | -63.4% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling