+12.6%
PG vs ALLY
-1.1%
+13.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -2.0% |
| 7D | -3.4% | -1.9% | -1.4% | -3.3% |
| 30D | -2.6% | -4.5% | +1.9% | -2.3% |
| 3M | -3.3% | -2.8% | -0.5% | -3.2% |
| 6M | -6.7% | +10.3% | -17.0% | -7.2% |
| YTD | +1.7% | -5.7% | +7.4% | +2.0% |
| 1Y | -7.9% | +3.9% | -11.9% | -8.3% |
| 3Y | +0.9% | +64.7% | -63.8% | -4.6% |
| 5Y | +12.6% | -2.6% | +15.2% | +11.2% |
| All | +12.6% | -1.1% | +13.8% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling