-18.9%
PNR vs ALLY
-0.2%
-18.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.3% |
| 7D | -3.0% | +1.0% | -4.1% | -3.4% |
| 30D | -14.9% | -3.3% | -11.6% | -13.8% |
| 3M | -19.0% | +0.5% | -19.5% | -19.4% |
| 6M | -35.9% | +12.6% | -48.5% | -39.2% |
| YTD | -43.1% | -4.7% | -38.5% | -42.5% |
| 1Y | -46.4% | +5.2% | -51.6% | -48.1% |
| 3Y | -10.8% | +66.5% | -77.3% | -29.7% |
| 5Y | -18.9% | +0.2% | -19.1% | -29.3% |
| All | -18.9% | -0.2% | -18.6% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling