+358.5%
PM vs ALLY
+101.5%
+257.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.4% |
| 7D | -3.4% | -1.1% | -2.2% | -3.2% |
| 30D | +5.8% | +4.2% | +1.7% | +5.0% |
| 3M | +6.7% | -12.4% | +19.1% | +9.0% |
| 6M | +19.9% | -8.7% | +28.6% | +21.3% |
| YTD | +27.8% | -11.6% | +39.4% | +29.7% |
| 1Y | +39.4% | +0.2% | +39.2% | +38.1% |
| 3Y | +146.9% | +57.1% | +89.8% | +116.5% |
| 5Y | +166.6% | -6.8% | +173.5% | +153.6% |
| 10Y | +242.1% | +200.4% | +41.7% | +138.4% |
| All | +358.5% | +101.5% | +257.0% | +228.5% |
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