+1,660.3%
PLTR vs ALNY
+72.5%
+1,587.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -4.1% | -6.5% | +2.5% | -2.4% |
| 30D | -2.2% | +11.0% | -13.3% | -5.2% |
| 3M | +27.6% | -14.1% | +41.6% | +29.7% |
| 6M | +10.3% | -22.4% | +32.7% | +14.7% |
| YTD | -5.9% | -37.5% | +31.5% | +3.7% |
| 1Y | +1.7% | -46.9% | +48.7% | +16.9% |
| 3Y | +959.1% | +22.1% | +937.0% | +810.8% |
| 5Y | +536.3% | +31.2% | +505.1% | +402.2% |
| All | +1,660.3% | +72.5% | +1,587.8% | +1,167.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling