+69.6%
PPG vs ALLY
+98.8%
-29.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +0.7% | +0.4% | +0.4% | +0.6% |
| 30D | +17.6% | +5.2% | +12.3% | +15.4% |
| 3M | +7.5% | -13.3% | +20.8% | +13.3% |
| 6M | +17.6% | -6.7% | +24.3% | +20.7% |
| YTD | +22.6% | -12.8% | +35.4% | +28.5% |
| 1Y | +28.0% | +0.7% | +27.3% | +27.0% |
| 3Y | +1.8% | +65.2% | -63.4% | -19.2% |
| 5Y | -15.5% | -10.1% | -5.3% | -18.8% |
| 10Y | +54.9% | +177.0% | -122.1% | -12.2% |
| All | +69.6% | +98.8% | -29.2% | +3.9% |
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