+788.6%
PLD vs ALNY
+4,262.5%
-3,473.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -2.4% | +12.2% | -14.6% | -4.5% |
| 30D | -2.4% | +16.3% | -18.8% | -5.3% |
| 3M | -3.8% | -12.4% | +8.6% | -2.9% |
| 6M | 0.0% | -18.7% | +18.7% | +2.0% |
| YTD | +9.2% | -33.1% | +42.3% | +15.1% |
| 1Y | +25.9% | -41.3% | +67.2% | +35.4% |
| 3Y | +21.3% | +32.3% | -11.0% | +8.3% |
| 5Y | +14.1% | +34.8% | -20.6% | -3.4% |
| 10Y | +237.9% | +284.7% | -46.9% | +94.7% |
| All | +788.6% | +4,262.5% | -3,473.9% | +174.8% |
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