-62.0%
ALNY vs PBR
+74.7%
-136.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | -0.3% |
| 7D | -30.7% | -11.0% | -19.7% | -31.8% |
| 30D | -26.7% | -18.8% | -8.0% | -28.9% |
| 3M | -26.4% | +7.8% | -34.3% | -24.7% |
| 6M | -45.9% | -7.6% | -38.3% | -44.3% |
| YTD | -59.5% | +72.7% | -132.1% | -59.8% |
| 1Y | -62.0% | +72.9% | -134.9% | -62.3% |
| All | -62.0% | +74.7% | -136.7% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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