+218.5%
PWR vs ALNY
+23.4%
+195.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.7% | +5.1% |
| 7D | +4.2% | -6.5% | +10.7% | +4.3% |
| 30D | -4.0% | +11.0% | -15.1% | -4.3% |
| 3M | -4.8% | -14.1% | +9.3% | -4.7% |
| 6M | +14.6% | -22.4% | +37.0% | +15.9% |
| YTD | +54.2% | -37.5% | +91.7% | +59.7% |
| 1Y | +67.1% | -46.9% | +114.0% | +75.9% |
| 3Y | +218.5% | +22.1% | +196.4% | +195.7% |
| All | +218.5% | +23.4% | +195.1% | +195.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling