+231.4%
ALNY vs PPL
+65.3%
+166.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -34.8% | +4.3% | -39.1% | -35.4% |
| 3M | -30.1% | +2.9% | -33.0% | -30.6% |
| 6M | -48.6% | +1.1% | -49.7% | -48.8% |
| YTD | -61.9% | +4.5% | -66.3% | -62.3% |
| 1Y | -65.7% | +0.1% | -65.8% | -65.8% |
| 3Y | -6.3% | +55.7% | -62.0% | -14.3% |
| 5Y | -14.0% | +47.6% | -61.6% | -20.6% |
| 10Y | +231.4% | +66.8% | +164.5% | +166.7% |
| All | +231.4% | +65.3% | +166.0% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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