+229.6%
PM vs ALLY
+189.4%
+40.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | -5.2% | +0.9% | -6.2% | -5.4% |
| 30D | +2.7% | +3.1% | -0.4% | +2.1% |
| 3M | +5.2% | -12.6% | +17.8% | +7.6% |
| 6M | +17.0% | -12.4% | +29.4% | +19.3% |
| YTD | +25.5% | -13.2% | +38.7% | +27.7% |
| 1Y | +35.5% | +1.8% | +33.7% | +33.8% |
| 3Y | +143.9% | +58.0% | +85.9% | +112.4% |
| 5Y | +161.8% | -8.4% | +170.3% | +150.0% |
| All | +229.6% | +189.4% | +40.2% | +170.9% |
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