+851.5%
PH vs ALLY
+101.5%
+750.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.3% |
| 7D | -3.9% | -1.1% | -2.8% | -3.5% |
| 30D | -9.4% | +4.2% | -13.6% | -11.4% |
| 3M | -10.3% | -12.4% | +2.1% | -4.8% |
| 6M | +2.7% | -8.7% | +11.4% | +6.4% |
| YTD | +2.1% | -11.6% | +13.8% | +6.9% |
| 1Y | +16.2% | +0.2% | +16.1% | +14.1% |
| 3Y | +129.3% | +57.1% | +72.2% | +73.6% |
| 5Y | +191.7% | -6.8% | +198.6% | +171.6% |
| 10Y | +759.2% | +200.4% | +558.9% | +309.8% |
| All | +851.5% | +101.5% | +750.0% | +402.5% |
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 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