+67.5%
PNR vs ALLY
+178.1%
-110.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.4% |
| 7D | -3.9% | -1.9% | -1.9% | -3.1% |
| 30D | -13.8% | -4.5% | -9.3% | -12.1% |
| 3M | -22.5% | -2.8% | -19.7% | -21.8% |
| 6M | -37.2% | +10.3% | -47.5% | -40.0% |
| YTD | -44.2% | -5.7% | -38.5% | -43.3% |
| 1Y | -46.6% | +3.9% | -50.6% | -48.2% |
| 3Y | -12.5% | +64.7% | -77.2% | -32.2% |
| 5Y | -19.3% | -2.6% | -16.8% | -25.7% |
| 10Y | +67.5% | +186.0% | -118.5% | -11.3% |
| All | +67.5% | +178.1% | -110.6% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling