+236.1%
ALNY vs PTC
+205.0%
+31.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -6.5% | -7.3% | +0.7% | -4.2% |
| 30D | +11.0% | -11.6% | +22.7% | +15.3% |
| 3M | -14.1% | +10.5% | -24.5% | -18.2% |
| 6M | -22.4% | -17.8% | -4.6% | -18.6% |
| YTD | -37.5% | -24.9% | -12.5% | -32.5% |
| 1Y | -46.9% | -36.8% | -10.1% | -39.1% |
| 3Y | +22.1% | -8.7% | +30.8% | +18.1% |
| 5Y | +31.2% | +4.1% | +27.1% | +17.5% |
| All | +236.1% | +205.0% | +31.1% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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