+46.9%
PM vs ALLY
+4.2%
+42.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +1.7% |
| 7D | +4.3% | +2.4% | +1.9% | +4.3% |
| 30D | +11.5% | +5.6% | +5.9% | +11.7% |
| 3M | +13.0% | -11.7% | +24.7% | +12.8% |
| 6M | +25.9% | -7.0% | +33.0% | +26.0% |
| YTD | +34.0% | -10.4% | +44.4% | +33.5% |
| 1Y | +46.9% | +2.4% | +44.5% | +45.5% |
| All | +46.9% | +4.2% | +42.6% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling