+926.5%
PH vs ALLY
+124.8%
+801.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -3.1% | +3.7% | -6.7% | -4.8% |
| 30D | -3.2% | -2.3% | -1.0% | -2.3% |
| 3M | +10.6% | +3.8% | +6.8% | +8.3% |
| 6M | -2.1% | +9.7% | -11.8% | -7.1% |
| YTD | +10.2% | -1.4% | +11.6% | +9.8% |
| 1Y | +28.2% | +8.2% | +20.0% | +21.2% |
| 3Y | +134.9% | +66.5% | +68.4% | +73.0% |
| 5Y | +253.6% | +1.2% | +252.4% | +216.4% |
| 10Y | +804.7% | +191.4% | +613.3% | +331.9% |
| All | +926.5% | +124.8% | +801.6% | +416.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling