-62.0%
ALNY vs PR
+87.5%
-149.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.3% | -0.4% |
| 7D | -30.7% | -12.1% | -18.6% | -32.2% |
| 30D | -26.7% | +0.9% | -27.6% | -26.3% |
| 3M | -26.4% | +10.1% | -36.6% | -24.7% |
| 6M | -45.9% | +1.1% | -47.0% | -44.7% |
| YTD | -59.5% | +63.7% | -123.2% | -58.7% |
| 1Y | -62.0% | +87.0% | -149.0% | -61.7% |
| All | -62.0% | +87.5% | -149.4% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling