+737.3%
PH vs ALLY
+201.0%
+536.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +3.0% | -0.2% | +3.3% | +3.0% |
| 30D | -0.6% | +3.4% | -4.1% | -2.6% |
| 3M | -10.7% | -11.1% | +0.3% | -5.8% |
| 6M | +9.1% | -11.5% | +20.6% | +14.9% |
| YTD | +9.5% | -12.3% | +21.8% | +15.2% |
| 1Y | +14.0% | +1.1% | +12.9% | +11.4% |
| 3Y | +138.9% | +64.8% | +74.1% | +74.3% |
| 5Y | +209.1% | -6.9% | +216.0% | +187.5% |
| 10Y | +737.3% | +194.9% | +542.4% | +285.1% |
| All | +737.3% | +201.0% | +536.3% | +285.1% |
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 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