+17.1%
PNR vs ALLY
+65.3%
-48.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +31.7% | +5.2% | +26.5% | +28.9% |
| 3M | +2.6% | -13.3% | +15.9% | +8.9% |
| 6M | -6.4% | -6.7% | +0.3% | -4.0% |
| YTD | -33.4% | -12.8% | -20.6% | -30.1% |
| 1Y | -35.1% | +0.7% | -35.7% | -36.0% |
| 3Y | +17.1% | +65.2% | -48.1% | -2.7% |
| All | +17.1% | +65.3% | -48.3% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling