+160.8%
PM vs ALLY
-10.3%
+171.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -7.1% | -2.8% | -4.3% | -6.8% |
| 30D | -2.8% | +1.9% | -4.7% | -3.0% |
| 3M | +6.3% | -12.1% | +18.5% | +7.5% |
| 6M | +9.6% | -9.0% | +18.6% | +10.4% |
| YTD | +25.6% | -12.9% | +38.5% | +26.8% |
| 1Y | +29.7% | -0.1% | +29.7% | +29.0% |
| 3Y | +147.6% | +64.6% | +83.0% | +123.6% |
| All | +160.8% | -10.3% | +171.1% | +156.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling