+47.9%
PNR vs ALLY
+124.8%
-77.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.4% | +3.7% | -6.0% | -3.9% |
| 30D | -12.8% | -2.3% | -10.5% | -12.0% |
| 3M | -17.0% | +3.8% | -20.8% | -18.5% |
| 6M | -37.4% | +9.7% | -47.1% | -40.1% |
| YTD | -41.6% | -1.4% | -40.2% | -41.8% |
| 1Y | -44.6% | +8.2% | -52.9% | -47.1% |
| 3Y | -12.1% | +66.5% | -78.6% | -32.0% |
| 5Y | -17.4% | +1.2% | -18.6% | -25.0% |
| 10Y | +64.0% | +191.4% | -127.4% | -14.3% |
| All | +47.9% | +124.8% | -77.0% | -18.2% |
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