+30.6%
ALNY vs PTC
+0.6%
+29.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.0% |
| 7D | -6.4% | -14.2% | +7.8% | -3.0% |
| 30D | +11.9% | -14.4% | +26.3% | +15.8% |
| 3M | -15.0% | -4.7% | -10.3% | -15.1% |
| 6M | -23.2% | -19.3% | -3.9% | -19.8% |
| YTD | -37.8% | -26.1% | -11.6% | -33.4% |
| 1Y | -47.3% | -37.1% | -10.2% | -40.8% |
| 3Y | +22.9% | -10.4% | +33.3% | +18.9% |
| 5Y | +30.6% | +2.5% | +28.1% | +19.1% |
| All | +30.6% | +0.6% | +29.9% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling