+696.1%
PH vs ALLY
+172.1%
+524.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +7.4% | -2.1% | +9.5% | +8.5% |
| 30D | +0.5% | +2.0% | -1.5% | -0.8% |
| 3M | -10.2% | -13.3% | +3.1% | -4.1% |
| 6M | +8.9% | -9.9% | +18.8% | +13.6% |
| YTD | +9.7% | -13.5% | +23.2% | +16.1% |
| 1Y | +12.8% | -2.8% | +15.6% | +12.4% |
| 3Y | +134.6% | +63.4% | +71.2% | +71.8% |
| 5Y | +204.5% | -10.9% | +215.4% | +190.2% |
| All | +696.1% | +172.1% | +524.0% | +290.0% |
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 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