+210.9%
PM vs ALNY
+260.0%
-49.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +4.7% | -6.5% | +11.2% | +5.0% |
| 30D | +2.6% | +11.0% | -8.4% | +2.1% |
| 3M | +6.6% | -14.1% | +20.6% | +7.0% |
| 6M | +16.5% | -22.4% | +38.9% | +17.4% |
| YTD | +21.2% | -37.5% | +58.6% | +23.2% |
| 1Y | +17.9% | -46.9% | +64.8% | +20.7% |
| 3Y | +129.8% | +22.1% | +107.8% | +124.6% |
| 5Y | +133.0% | +31.2% | +101.8% | +125.4% |
| All | +210.9% | +260.0% | -49.1% | +194.8% |
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 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