+8.2%
ALNY vs PCOR
-9.2%
+17.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -5.2% | +20.7% | -25.9% | -8.7% |
| 30D | -34.8% | +35.7% | -70.5% | -38.6% |
| 3M | -30.1% | +31.1% | -61.2% | -33.9% |
| 6M | -48.6% | +43.1% | -91.7% | -52.7% |
| YTD | -61.9% | +4.8% | -66.7% | -63.0% |
| 1Y | -65.7% | -3.7% | -62.0% | -66.0% |
| 3Y | -6.3% | +46.5% | -52.9% | -21.3% |
| 5Y | -14.0% | -17.3% | +3.3% | -25.0% |
| All | +8.2% | -9.2% | +17.5% | -6.1% |
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