+71.1%
PNR vs ALLY
+98.6%
-27.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.1% |
| 7D | -3.7% | -2.8% | -1.0% | -2.6% |
| 30D | +33.1% | +1.9% | +31.3% | +32.1% |
| 3M | +3.7% | -12.1% | +15.8% | +9.3% |
| 6M | -7.7% | -9.0% | +1.3% | -4.4% |
| YTD | -32.4% | -12.9% | -19.5% | -29.1% |
| 1Y | -35.0% | -0.1% | -34.9% | -35.6% |
| 3Y | +17.1% | +64.6% | -47.5% | -8.6% |
| 5Y | +0.1% | -10.1% | +10.2% | -4.1% |
| 10Y | +103.2% | +176.7% | -73.5% | +8.9% |
| All | +71.1% | +98.6% | -27.5% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling