+393.2%
PG vs ALNY
+3,976.7%
-3,583.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -0.8% | -6.5% | +5.8% | -0.4% |
| 30D | +0.8% | +11.0% | -10.2% | +0.2% |
| 3M | -1.3% | -14.1% | +12.7% | -0.9% |
| 6M | -3.8% | -22.4% | +18.6% | -2.9% |
| YTD | +3.6% | -37.5% | +41.1% | +5.7% |
| 1Y | -5.7% | -46.9% | +41.2% | -3.0% |
| 3Y | +1.6% | +22.1% | -20.5% | -1.3% |
| 5Y | +14.6% | +31.2% | -16.6% | +9.3% |
| 10Y | +121.2% | +256.3% | -135.1% | +91.6% |
| All | +393.2% | +3,976.7% | -3,583.5% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 all: compounded portfolio wealth divided by compounded ALNY 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…
all analysis · Full analysis span regression · 6 months rolling