-43.9%
ALNY vs PPL
+0.2%
-44.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.5% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | -29.6% | +3.0% | -32.6% | -30.6% |
| 3M | -27.7% | +1.1% | -28.9% | -28.1% |
| 6M | -43.9% | -0.8% | -43.1% | -43.8% |
| All | -43.9% | +0.2% | -44.1% | -43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling