+269.7%
ALNY vs PR
+88.3%
+181.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.5% | -0.8% | -2.7% | -3.5% |
| 30D | +18.9% | +11.3% | +7.6% | +18.2% |
| 3M | -13.3% | +24.1% | -37.4% | -14.5% |
| 6M | -20.3% | +25.4% | -45.6% | -21.5% |
| YTD | -35.1% | +71.2% | -106.3% | -37.4% |
| 1Y | -46.5% | +78.6% | -125.1% | -48.5% |
| 3Y | +28.1% | +85.2% | -57.2% | +22.1% |
| 5Y | +36.1% | +419.0% | -382.9% | +21.4% |
| 10Y | +269.7% | +86.2% | +183.4% | +329.7% |
| All | +269.7% | +88.3% | +181.4% | +329.7% |
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 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