+28.9%
PM vs ALLY
+0.5%
+28.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.4% |
| 7D | -7.3% | -0.2% | -7.1% | -7.3% |
| 30D | -4.0% | +3.4% | -7.5% | -3.8% |
| 3M | +2.7% | -11.1% | +13.8% | +2.5% |
| 6M | +14.9% | -11.5% | +26.3% | +14.9% |
| YTD | +23.5% | -12.3% | +35.9% | +22.8% |
| All | +28.9% | +0.5% | +28.4% | +27.4% |
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