+14.1%
PH vs ALLY
+0.1%
+14.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | +6.9% | -2.8% | +9.7% | +7.8% |
| 30D | +1.7% | +1.9% | -0.2% | +0.8% |
| 3M | -8.1% | -12.1% | +4.0% | -3.9% |
| 6M | +11.5% | -9.0% | +20.5% | +14.5% |
| YTD | +11.4% | -12.9% | +24.3% | +15.8% |
| 1Y | +14.1% | -0.1% | +14.2% | +11.5% |
| All | +14.1% | +0.1% | +14.0% | +11.5% |
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