-22.1%
PPG vs ALLY
-3.5%
-18.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -1.9% |
| 7D | -3.7% | -1.9% | -1.8% | -3.0% |
| 30D | -7.2% | -4.5% | -2.7% | -5.6% |
| 3M | -7.3% | -2.8% | -4.5% | -6.3% |
| 6M | +0.3% | +10.3% | -10.1% | -3.2% |
| YTD | +6.5% | -5.7% | +12.2% | +8.5% |
| 1Y | +0.5% | +3.9% | -3.4% | -1.6% |
| 3Y | -15.3% | +64.7% | -80.0% | -32.6% |
| All | -22.1% | -3.5% | -18.6% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling