+165.8%
PM vs ALLY
-9.5%
+175.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -5.2% | +0.9% | -6.2% | -5.3% |
| 30D | +2.7% | +3.1% | -0.4% | +2.4% |
| 3M | +5.2% | -12.6% | +17.8% | +6.4% |
| 6M | +17.0% | -12.4% | +29.4% | +18.2% |
| YTD | +25.5% | -13.2% | +38.7% | +26.7% |
| 1Y | +35.5% | +1.8% | +33.7% | +34.6% |
| 3Y | +143.9% | +58.0% | +85.9% | +121.8% |
| All | +165.8% | -9.5% | +175.3% | +160.7% |
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