+143.2%
PM vs ALLY
+61.3%
+81.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.0% |
| 3M | +2.7% | -11.1% | +13.8% | +2.7% |
| 6M | +14.9% | -11.5% | +26.3% | +14.8% |
| YTD | +23.5% | -12.3% | +35.9% | +23.5% |
| 1Y | +30.4% | +1.1% | +29.2% | +30.4% |
| 3Y | +143.2% | +64.8% | +78.4% | +129.8% |
| All | +143.2% | +61.3% | +81.9% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling