+54.8%
PPG vs ALLY
+124.8%
-70.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -1.5% | +3.7% | -5.2% | -2.8% |
| 30D | -5.0% | -2.3% | -2.7% | -4.2% |
| 3M | +1.1% | +3.8% | -2.7% | -0.3% |
| 6M | -3.2% | +9.7% | -12.9% | -6.5% |
| YTD | +11.9% | -1.4% | +13.3% | +12.0% |
| 1Y | +5.3% | +8.2% | -2.9% | +1.4% |
| 3Y | -15.0% | +66.5% | -81.5% | -32.9% |
| 5Y | -19.6% | +1.2% | -20.8% | -26.5% |
| 10Y | +27.0% | +191.4% | -164.4% | -29.5% |
| All | +54.8% | +124.8% | -70.0% | -9.5% |
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 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