+11.1%
PL vs ALLY
-7.4%
+18.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.3% | -8.8% | -9.3% |
| 7D | -20.5% | -1.1% | -19.4% | -20.1% |
| 30D | -38.8% | +4.2% | -42.9% | -40.5% |
| 3M | -49.1% | -12.4% | -36.7% | -44.8% |
| 6M | -69.4% | -8.7% | -60.7% | -67.8% |
| YTD | -42.3% | -11.6% | -30.7% | -38.9% |
| 1Y | -14.2% | +0.2% | -14.3% | -15.6% |
| 3Y | +398.7% | +57.1% | +341.6% | +288.9% |
| 5Y | +11.1% | -6.8% | +18.0% | +10.5% |
| All | +11.1% | -7.4% | +18.6% | +10.5% |
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