+19.3%
PH vs ALLY
+4.2%
+15.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.8% | -7.5% | -4.8% |
| 7D | -0.2% | +2.4% | -2.6% | -0.9% |
| 30D | -6.7% | +5.6% | -12.3% | -8.4% |
| 3M | -8.1% | -11.7% | +3.6% | -4.3% |
| 6M | +5.3% | -7.0% | +12.4% | +7.3% |
| YTD | +4.2% | -10.4% | +14.6% | +6.0% |
| 1Y | +19.3% | +2.4% | +17.0% | +21.1% |
| All | +19.3% | +4.2% | +15.1% | +21.1% |
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