-4.8%
ALNY vs PPL
+53.7%
-58.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.9% | -1.2% | +0.3% | -0.6% |
| 30D | -32.7% | +4.2% | -36.9% | -33.6% |
| 3M | -28.6% | +1.5% | -30.1% | -29.0% |
| 6M | -46.9% | +1.0% | -48.0% | -47.2% |
| YTD | -60.6% | +4.4% | -65.0% | -61.3% |
| 1Y | -64.6% | +0.8% | -65.4% | -64.9% |
| 3Y | -4.8% | +56.5% | -61.3% | -21.8% |
| All | -4.8% | +53.7% | -58.5% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling