-44.6%
PNR vs ALLY
+9.5%
-54.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.4% | +3.7% | -6.0% | -3.7% |
| 30D | -12.8% | -2.3% | -10.5% | -12.0% |
| 3M | -17.0% | +3.8% | -20.8% | -18.4% |
| 6M | -37.4% | +9.7% | -47.1% | -39.9% |
| YTD | -41.6% | -1.4% | -40.2% | -42.1% |
| 1Y | -44.6% | +8.2% | -52.9% | -47.2% |
| All | -44.6% | +9.5% | -54.1% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling