+17.8%
ALNY vs PCOR
-7.6%
+25.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | +5.8% | +3.0% | +2.8% | +5.3% |
| 30D | -26.5% | +38.7% | -65.2% | -31.0% |
| 3M | -27.3% | +24.9% | -52.2% | -30.6% |
| 6M | -43.4% | +68.8% | -112.2% | -49.6% |
| YTD | -58.5% | +6.7% | -65.2% | -59.8% |
| 1Y | -63.6% | +3.0% | -66.6% | -64.5% |
| 3Y | 0.0% | +48.6% | -48.6% | -16.2% |
| 5Y | -3.4% | -12.7% | +9.3% | -16.5% |
| All | +17.8% | -7.6% | +25.4% | +1.9% |
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