-62.0%
ALNY vs PEG
-6.2%
-55.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.7% |
| 7D | -30.7% | +1.0% | -31.7% | -30.8% |
| 30D | -26.7% | +6.6% | -33.4% | -27.6% |
| 3M | -26.4% | -3.1% | -23.3% | -26.0% |
| 6M | -45.9% | -7.4% | -38.6% | -45.2% |
| YTD | -59.5% | -6.4% | -53.1% | -58.9% |
| 1Y | -62.0% | -7.4% | -54.5% | -61.4% |
| All | -62.0% | -6.2% | -55.8% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling