+147.8%
PR vs ALLY
+196.8%
-49.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.5% | -4.1% |
| 7D | -16.5% | -1.1% | -15.4% | -16.3% |
| 30D | -4.5% | +4.2% | -8.7% | -7.1% |
| 3M | +8.5% | -12.4% | +20.9% | +15.7% |
| 6M | -3.3% | -8.7% | +5.3% | -0.9% |
| YTD | +55.7% | -11.6% | +67.4% | +59.7% |
| 1Y | +82.0% | +0.2% | +81.9% | +72.7% |
| 3Y | +62.5% | +57.1% | +5.4% | +12.7% |
| 5Y | +223.9% | -6.8% | +230.8% | +189.4% |
| 10Y | +64.2% | +200.4% | -136.1% | +13.2% |
| All | +147.8% | +196.8% | -49.0% | +70.1% |
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