+213.5%
PH vs ALLY
-10.1%
+223.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.8% |
| 7D | +2.1% | -0.7% | +2.8% | +2.3% |
| 30D | +0.3% | +1.1% | -0.9% | -0.4% |
| 3M | -8.8% | -13.2% | +4.4% | -3.9% |
| 6M | +10.0% | -13.5% | +23.5% | +15.8% |
| YTD | +10.5% | -14.3% | +24.8% | +16.2% |
| 1Y | +15.5% | -1.1% | +16.7% | +14.6% |
| 3Y | +136.4% | +62.0% | +74.3% | +89.2% |
| All | +213.5% | -10.1% | +223.6% | +220.5% |
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 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