+69.3%
PPG vs ALLY
+97.2%
-27.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -0.2% | -2.1% | +2.0% | +0.7% |
| 30D | +17.7% | +2.0% | +15.7% | +16.9% |
| 3M | +7.4% | -13.3% | +20.7% | +13.3% |
| 6M | +16.4% | -9.9% | +26.3% | +21.0% |
| YTD | +22.4% | -13.5% | +35.9% | +28.7% |
| 1Y | +28.6% | -2.8% | +31.4% | +29.3% |
| 3Y | +2.0% | +63.4% | -61.4% | -18.7% |
| 5Y | -15.6% | -10.9% | -4.8% | -18.7% |
| 10Y | +54.6% | +174.7% | -120.1% | -12.1% |
| All | +69.3% | +97.2% | -27.9% | +4.0% |
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