+2,137.9%
ALNY vs PPL
+360.0%
+1,777.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | 0.0% | -2.2% | +2.2% | +0.8% |
| 30D | -30.0% | +1.7% | -31.7% | -30.7% |
| 3M | -30.1% | +0.1% | -30.2% | -30.4% |
| 6M | -46.4% | -1.5% | -44.8% | -46.3% |
| YTD | -60.6% | +3.0% | -63.6% | -61.4% |
| 1Y | -65.4% | -1.4% | -64.0% | -65.5% |
| 3Y | -3.2% | +53.5% | -56.7% | -19.4% |
| 5Y | -8.3% | +46.4% | -54.7% | -22.9% |
| 10Y | +236.6% | +64.3% | +172.3% | +147.1% |
| All | +2,137.9% | +360.0% | +1,777.9% | +1,121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling