+22.1%
ALNY vs PNR
-14.5%
+36.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | -6.5% | -6.0% | -0.5% | -5.4% |
| 30D | +11.0% | -14.0% | +25.0% | +14.4% |
| 3M | -14.1% | -21.7% | +7.6% | -10.5% |
| 6M | -22.4% | -37.3% | +14.9% | -16.2% |
| YTD | -37.5% | -45.1% | +7.7% | -31.2% |
| 1Y | -46.9% | -49.1% | +2.2% | -40.7% |
| 3Y | +22.1% | -14.8% | +36.9% | +6.7% |
| All | +22.1% | -14.5% | +36.5% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling