+26.8%
PL vs ALLY
-6.8%
+33.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.7% | +12.1% | +11.4% |
| 7D | -6.8% | +0.9% | -7.8% | -7.7% |
| 30D | -29.3% | +3.1% | -32.4% | -30.8% |
| 3M | -44.8% | -12.6% | -32.2% | -40.4% |
| 6M | -68.4% | -12.4% | -55.9% | -66.1% |
| YTD | -36.4% | -13.2% | -23.2% | -32.1% |
| 1Y | +0.7% | +1.8% | -1.1% | -1.9% |
| 3Y | +455.3% | +58.0% | +397.3% | +344.6% |
| 5Y | +22.7% | -8.4% | +31.1% | +18.7% |
| All | +26.8% | -6.8% | +33.6% | +22.3% |
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