+29.1%
ALNY vs PPL
+56.5%
-27.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +5.7% | +1.8% | +3.9% | +5.2% |
| 30D | +18.7% | -1.1% | +19.7% | +19.0% |
| 3M | -11.0% | 0.0% | -11.0% | -11.0% |
| 6M | -18.9% | -7.6% | -11.3% | -17.5% |
| YTD | -34.6% | +1.7% | -36.3% | -35.1% |
| 1Y | -42.8% | +1.5% | -44.4% | -43.5% |
| 3Y | +29.1% | +55.3% | -26.1% | +14.1% |
| All | +29.1% | +56.5% | -27.3% | +14.1% |
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 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