+236.1%
ALNY vs PNR
+66.2%
+169.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -6.5% | -6.0% | -0.5% | -4.6% |
| 30D | +11.0% | -14.0% | +25.0% | +16.8% |
| 3M | -14.1% | -21.7% | +7.6% | -7.4% |
| 6M | -22.4% | -37.3% | +14.9% | -10.2% |
| YTD | -37.5% | -45.1% | +7.7% | -24.8% |
| 1Y | -46.9% | -49.1% | +2.2% | -34.6% |
| 3Y | +22.1% | -14.8% | +36.9% | +21.3% |
| 5Y | +31.2% | -21.0% | +52.2% | +29.0% |
| All | +236.1% | +66.2% | +169.9% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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