+315.3%
PM vs ALLY
+124.8%
+190.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -4.9% | +3.7% | -8.6% | -5.5% |
| 30D | -3.4% | -2.3% | -1.1% | -3.0% |
| 3M | +5.2% | +3.8% | +1.3% | +4.3% |
| 6M | +3.7% | +9.7% | -6.0% | +1.6% |
| YTD | +15.8% | -1.4% | +17.2% | +15.4% |
| 1Y | +17.4% | +8.2% | +9.1% | +14.6% |
| 3Y | +116.9% | +66.5% | +50.4% | +88.6% |
| 5Y | +117.3% | +1.2% | +116.1% | +103.9% |
| 10Y | +193.8% | +191.4% | +2.3% | +105.5% |
| All | +315.3% | +124.8% | +190.5% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling