+117.4%
PPL vs ALLY
+124.8%
-7.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.7% | +3.7% | -1.0% | +1.9% |
| 30D | +0.5% | -2.3% | +2.7% | +0.9% |
| 3M | +0.7% | +3.8% | -3.2% | -0.3% |
| 6M | -7.6% | +9.7% | -17.3% | -9.9% |
| YTD | +1.8% | -1.4% | +3.2% | +1.4% |
| 1Y | -0.8% | +8.2% | -9.0% | -3.6% |
| 3Y | +56.9% | +66.5% | -9.6% | +33.3% |
| 5Y | +39.5% | +1.2% | +38.3% | +29.5% |
| 10Y | +55.4% | +191.4% | -136.0% | +0.8% |
| All | +117.4% | +124.8% | -7.4% | +42.5% |
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