+370.1%
PSX vs ALLY
+178.4%
+191.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.9% |
| 7D | +2.8% | +1.0% | +1.8% | +2.3% |
| 30D | +27.8% | -3.3% | +31.1% | +29.3% |
| 3M | +42.0% | +0.5% | +41.6% | +40.7% |
| 6M | +58.1% | +12.6% | +45.5% | +47.3% |
| YTD | +105.0% | -4.7% | +109.7% | +104.4% |
| 1Y | +104.9% | +5.2% | +99.7% | +94.4% |
| 3Y | +134.1% | +66.5% | +67.6% | +74.9% |
| 5Y | +363.8% | +0.2% | +363.6% | +313.9% |
| 10Y | +370.1% | +180.8% | +189.3% | +147.8% |
| All | +370.1% | +178.4% | +191.7% | +147.8% |
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