+23.5%
PPG vs ALLY
+190.4%
-166.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -5.1% | -3.3% | -1.9% | -3.9% |
| 30D | -9.6% | -4.1% | -5.5% | -8.2% |
| 3M | -6.4% | +1.4% | -7.8% | -6.9% |
| 6M | +0.5% | +14.4% | -13.9% | -4.5% |
| YTD | +4.4% | -4.9% | +9.4% | +6.0% |
| 1Y | -0.9% | +5.5% | -6.4% | -3.6% |
| 3Y | -17.0% | +66.0% | -83.0% | -34.4% |
| 5Y | -23.7% | -2.4% | -21.3% | -29.2% |
| All | +23.5% | +190.4% | -166.9% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling