+412.1%
PSX vs ALLY
+98.1%
+314.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -13.1% | +0.9% | -14.0% | -13.6% |
| 30D | -9.5% | +3.1% | -12.6% | -10.9% |
| 3M | +20.2% | -12.6% | +32.8% | +26.2% |
| 6M | +44.9% | -12.4% | +57.3% | +50.8% |
| YTD | +94.4% | -13.2% | +107.6% | +100.5% |
| 1Y | +83.1% | +1.8% | +81.2% | +76.0% |
| 3Y | +132.2% | +58.0% | +74.2% | +78.0% |
| 5Y | +278.8% | -8.4% | +287.3% | +249.0% |
| 10Y | +354.2% | +195.3% | +158.9% | +129.6% |
| All | +412.1% | +98.1% | +314.0% | +183.1% |
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