+83.0%
PL vs ALLY
+5.8%
+77.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -9.3% | +3.7% | -13.0% | -11.3% |
| 30D | -18.9% | -2.3% | -16.7% | -17.9% |
| 3M | -58.4% | +3.8% | -62.2% | -59.6% |
| 6M | -30.3% | +9.7% | -40.0% | -34.8% |
| YTD | -8.1% | -1.4% | -6.7% | -8.8% |
| 1Y | +180.5% | +8.2% | +172.3% | +164.0% |
| 3Y | +444.1% | +66.5% | +377.7% | +317.9% |
| 5Y | +83.0% | +1.2% | +81.8% | +64.6% |
| All | +83.0% | +5.8% | +77.3% | +64.2% |
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