+89.9%
ALNY vs PCOR
-30.9%
+120.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.4% |
| 7D | +12.2% | -9.0% | +21.2% | +14.1% |
| 30D | +16.3% | +4.2% | +12.2% | +15.2% |
| 3M | -12.4% | +14.4% | -26.8% | -15.5% |
| 6M | -18.7% | +0.2% | -18.9% | -20.3% |
| YTD | -33.1% | -20.3% | -12.8% | -31.4% |
| 1Y | -41.3% | -16.1% | -25.2% | -40.9% |
| 3Y | +32.3% | -14.7% | +47.0% | +25.6% |
| 5Y | +34.8% | -43.2% | +77.9% | +24.6% |
| All | +89.9% | -30.9% | +120.9% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling