+236.1%
ALNY vs PPG
+26.9%
+209.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | -6.5% | -6.2% | -0.3% | -4.4% |
| 30D | +11.0% | -7.9% | +19.0% | +14.4% |
| 3M | -14.1% | -10.2% | -3.8% | -10.9% |
| 6M | -22.4% | +2.7% | -25.1% | -23.7% |
| YTD | -37.5% | +4.9% | -42.3% | -39.3% |
| 1Y | -46.9% | -3.2% | -43.7% | -47.1% |
| 3Y | +22.1% | -17.0% | +39.1% | +26.7% |
| 5Y | +31.2% | -23.3% | +54.5% | +36.4% |
| All | +236.1% | +26.9% | +209.2% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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