+368.4%
PSX vs ALLY
+191.1%
+177.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +4.5% | +3.7% | +0.9% | +3.0% |
| 30D | +26.6% | -2.3% | +28.9% | +27.7% |
| 3M | +39.3% | +3.8% | +35.4% | +36.2% |
| 6M | +56.8% | +9.7% | +47.1% | +47.9% |
| YTD | +101.8% | -1.4% | +103.2% | +98.6% |
| 1Y | +99.6% | +8.2% | +91.4% | +87.3% |
| 3Y | +140.3% | +66.5% | +73.9% | +79.8% |
| 5Y | +339.3% | +1.2% | +338.1% | +291.8% |
| All | +368.4% | +191.1% | +177.3% | +142.6% |
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