+65.2%
PR vs ALLY
+189.4%
-124.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.9% |
| 7D | -16.4% | +0.9% | -17.3% | -17.1% |
| 30D | -1.9% | +3.1% | -5.0% | -4.1% |
| 3M | +8.0% | -12.6% | +20.5% | +15.5% |
| 6M | +4.1% | -12.4% | +16.5% | +9.4% |
| YTD | +58.7% | -13.2% | +71.8% | +64.3% |
| 1Y | +75.8% | +1.8% | +74.0% | +64.8% |
| 3Y | +73.2% | +58.0% | +15.2% | +17.5% |
| 5Y | +230.1% | -8.4% | +238.6% | +195.8% |
| All | +65.2% | +189.4% | -124.2% | +15.2% |
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