+231.4%
ALNY vs PR
+65.1%
+166.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.2% |
| 7D | -5.2% | -9.5% | +4.3% | -4.7% |
| 30D | -34.8% | -5.7% | -29.1% | -34.7% |
| 3M | -30.1% | +3.0% | -33.1% | -30.3% |
| 6M | -48.6% | +11.8% | -60.4% | -49.1% |
| YTD | -61.9% | +58.5% | -120.3% | -63.1% |
| 1Y | -65.7% | +69.9% | -135.6% | -66.9% |
| 3Y | -6.3% | +84.9% | -91.2% | -10.7% |
| 5Y | -14.0% | +246.4% | -260.4% | -21.6% |
| 10Y | +231.4% | +70.3% | +161.1% | +327.9% |
| All | +231.4% | +65.1% | +166.3% | +327.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling