+232.4%
PM vs ALLY
+189.4%
+43.0%
-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 | +6.1% | -12.6% | +18.7% | +8.5% |
| 6M | +18.0% | -12.4% | +30.4% | +20.3% |
| YTD | +26.6% | -13.2% | +39.7% | +28.8% |
| 1Y | +36.7% | +1.8% | +34.9% | +34.9% |
| 3Y | +146.0% | +58.0% | +88.0% | +114.2% |
| 5Y | +164.1% | -8.4% | +172.5% | +152.1% |
| All | +232.4% | +189.4% | +43.0% | +173.3% |
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