+61.1%
PPL vs ALLY
+194.4%
-133.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +1.0% | -1.1% | +2.2% | +1.3% |
| 30D | +6.8% | +4.2% | +2.7% | +5.8% |
| 3M | +3.9% | -12.4% | +16.3% | +6.8% |
| 6M | -2.0% | -8.7% | +6.6% | -0.5% |
| YTD | +5.3% | -11.6% | +16.9% | +7.2% |
| 1Y | +2.2% | +0.2% | +2.0% | +0.9% |
| 3Y | +56.7% | +57.1% | -0.4% | +33.1% |
| 5Y | +49.1% | -6.8% | +55.9% | +40.6% |
| All | +61.1% | +194.4% | -133.2% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling