+269.7%
ALNY vs PPL
+52.7%
+217.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +18.9% | -1.3% | +20.2% | +19.2% |
| 3M | -13.3% | -2.6% | -10.8% | -12.9% |
| 6M | -20.3% | -8.4% | -11.9% | -19.0% |
| YTD | -35.1% | +0.2% | -35.3% | -35.3% |
| 1Y | -46.5% | -0.2% | -46.3% | -46.6% |
| 3Y | +28.1% | +52.9% | -24.8% | +17.8% |
| 5Y | +36.1% | +36.8% | -0.8% | +27.3% |
| 10Y | +269.7% | +57.6% | +212.1% | +188.1% |
| All | +269.7% | +52.7% | +217.0% | +188.1% |
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