-15.7%
PPG vs ALLY
+63.1%
-78.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -2.0% |
| 7D | -3.7% | -1.9% | -1.8% | -3.1% |
| 30D | -7.2% | -4.5% | -2.7% | -5.8% |
| 3M | -7.3% | -2.8% | -4.5% | -6.4% |
| 6M | +0.3% | +10.3% | -10.1% | -2.7% |
| YTD | +6.5% | -5.7% | +12.2% | +8.2% |
| 1Y | +0.5% | +3.9% | -3.4% | -1.2% |
| All | -15.7% | +63.1% | -78.8% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling