+411.1%
PWR vs ALLY
-10.0%
+421.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +11.3% | +0.4% | +10.9% | +11.2% |
| 30D | -8.9% | +5.2% | -14.1% | -10.5% |
| 3M | -10.5% | -13.3% | +2.8% | -6.9% |
| 6M | -22.2% | -6.7% | -15.5% | -20.9% |
| YTD | +42.7% | -12.8% | +55.6% | +47.4% |
| 1Y | +41.1% | +0.7% | +40.4% | +39.3% |
| 3Y | +242.7% | +65.2% | +177.5% | +184.8% |
| All | +411.1% | -10.0% | +421.1% | +422.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling