+68.2%
PNR vs ALLY
+97.2%
-29.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -2.3% | -2.1% | -0.2% | -1.4% |
| 30D | +29.3% | +2.0% | +27.3% | +28.2% |
| 3M | +4.1% | -13.3% | +17.4% | +10.4% |
| 6M | -8.6% | -9.9% | +1.2% | -4.9% |
| YTD | -33.6% | -13.5% | -20.1% | -30.1% |
| 1Y | -36.4% | -2.8% | -33.6% | -36.3% |
| 3Y | +15.1% | +63.4% | -48.3% | -9.9% |
| 5Y | -3.8% | -10.9% | +7.1% | -7.5% |
| 10Y | +99.7% | +174.7% | -75.0% | +7.3% |
| All | +68.2% | +97.2% | -29.0% | -1.8% |
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