+236.1%
ALNY vs PBR
+697.0%
-460.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -6.5% | +5.4% | -11.9% | -7.1% |
| 30D | +11.0% | +22.9% | -11.8% | +8.7% |
| 3M | -14.1% | +19.6% | -33.7% | -15.9% |
| 6M | -22.4% | +16.5% | -38.9% | -24.0% |
| YTD | -37.5% | +86.7% | -124.1% | -42.1% |
| 1Y | -46.9% | +74.7% | -121.6% | -50.5% |
| 3Y | +22.1% | +102.6% | -80.5% | +10.7% |
| 5Y | +31.2% | +566.6% | -535.4% | +0.7% |
| All | +236.1% | +697.0% | -460.9% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling