+133.7%
PM vs ALNY
+29.9%
+103.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +2.4% |
| 7D | +1.9% | -6.4% | +8.4% | +2.3% |
| 30D | +1.9% | +11.9% | -10.0% | +1.3% |
| 3M | +4.6% | -15.0% | +19.6% | +5.1% |
| 6M | +11.7% | -23.2% | +34.9% | +12.7% |
| YTD | +20.4% | -37.8% | +58.1% | +22.6% |
| 1Y | +19.0% | -47.3% | +66.2% | +22.1% |
| 3Y | +130.4% | +22.9% | +107.5% | +124.4% |
| All | +133.7% | +29.9% | +103.8% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling