+778.2%
PM vs ALNY
+965.2%
-187.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -1.2% | -3.5% | +2.3% | -0.9% |
| 30D | -0.2% | +18.9% | -19.1% | -1.5% |
| 3M | +4.9% | -13.3% | +18.2% | +5.5% |
| 6M | +9.0% | -20.3% | +29.3% | +10.3% |
| YTD | +17.8% | -35.1% | +52.9% | +20.7% |
| 1Y | +16.8% | -46.5% | +63.3% | +21.3% |
| 3Y | +125.4% | +28.1% | +97.4% | +116.0% |
| 5Y | +128.7% | +36.1% | +92.6% | +113.8% |
| 10Y | +211.8% | +269.7% | -57.8% | +151.0% |
| All | +778.2% | +965.2% | -187.1% | +417.6% |
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 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