+30.6%
ALNY vs PPL
+36.4%
-5.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -6.4% | -1.8% | -4.7% | -5.9% |
| 30D | +11.9% | -2.2% | +14.1% | +12.7% |
| 3M | -15.0% | -3.1% | -12.0% | -14.2% |
| 6M | -23.2% | -8.1% | -15.1% | -21.3% |
| YTD | -37.8% | 0.0% | -37.8% | -38.1% |
| 1Y | -47.3% | -1.3% | -45.9% | -47.4% |
| 3Y | +22.9% | +52.7% | -29.8% | +3.0% |
| 5Y | +30.6% | +37.4% | -6.8% | +12.1% |
| All | +30.6% | +36.4% | -5.9% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling