-47.4%
PNR vs ALLY
+5.1%
-52.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -5.5% | -3.3% | -2.2% | -4.3% |
| 30D | -15.6% | -4.1% | -11.5% | -14.3% |
| 3M | -20.2% | +1.4% | -21.6% | -20.9% |
| 6M | -36.6% | +14.4% | -51.0% | -39.8% |
| YTD | -45.0% | -4.9% | -40.1% | -44.7% |
| 1Y | -47.4% | +5.5% | -53.0% | -49.5% |
| All | -47.4% | +5.1% | -52.6% | -49.5% |
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 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