+76.7%
ALNY vs PCOR
-36.7%
+113.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.8% |
| 7D | -6.4% | -12.2% | +5.8% | -4.2% |
| 30D | +11.9% | -9.4% | +21.3% | +13.7% |
| 3M | -15.0% | +22.2% | -37.2% | -19.2% |
| 6M | -23.2% | -7.3% | -15.9% | -23.7% |
| YTD | -37.8% | -26.8% | -10.9% | -35.1% |
| 1Y | -47.3% | -22.2% | -25.0% | -46.2% |
| 3Y | +22.9% | -19.1% | +41.9% | +17.3% |
| 5Y | +30.6% | -42.4% | +73.0% | +22.9% |
| All | +76.7% | -36.7% | +113.3% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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