+96.9%
PSX vs ALLY
+4.2%
+92.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.8% | -8.3% | -3.8% |
| 7D | -5.2% | +2.4% | -7.5% | -4.6% |
| 30D | -3.7% | +5.6% | -9.3% | -2.7% |
| 3M | +26.8% | -11.7% | +38.5% | +24.6% |
| 6M | +47.3% | -7.0% | +54.4% | +46.4% |
| YTD | +105.4% | -10.4% | +115.9% | +109.5% |
| 1Y | +96.9% | +2.4% | +94.5% | +97.0% |
| All | +96.9% | +4.2% | +92.7% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling