+21.5%
ALNY vs PTC
-10.7%
+32.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.0% |
| 7D | -6.4% | -14.2% | +7.8% | -4.3% |
| 30D | +11.9% | -14.4% | +26.3% | +14.3% |
| 3M | -15.0% | -4.7% | -10.3% | -15.2% |
| 6M | -23.2% | -19.3% | -3.9% | -20.6% |
| YTD | -37.8% | -26.1% | -11.6% | -34.2% |
| 1Y | -47.3% | -37.1% | -10.2% | -41.9% |
| All | +21.5% | -10.7% | +32.2% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling