+160.5%
PR vs ALLY
+200.9%
-40.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.8% | -10.3% | -8.6% |
| 7D | -12.1% | +2.4% | -14.5% | -13.5% |
| 30D | +0.9% | +5.6% | -4.7% | -2.5% |
| 3M | +10.1% | -11.7% | +21.8% | +16.9% |
| 6M | +1.1% | -7.0% | +8.2% | +2.6% |
| YTD | +63.7% | -10.4% | +74.1% | +66.6% |
| 1Y | +87.0% | +2.4% | +84.7% | +75.2% |
| 3Y | +70.7% | +59.2% | +11.5% | +17.6% |
| 5Y | +246.8% | -5.0% | +251.8% | +206.2% |
| 10Y | +72.6% | +204.5% | -131.9% | +18.0% |
| All | +160.5% | +200.9% | -40.4% | +77.5% |
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