-41.3%
ALNY vs PEG
-7.0%
-34.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | +12.2% | +0.7% | +11.5% | +12.1% |
| 30D | +16.3% | -2.4% | +18.8% | +16.8% |
| 3M | -12.4% | -4.8% | -7.6% | -11.7% |
| 6M | -18.7% | -10.7% | -8.0% | -17.9% |
| YTD | -33.1% | -6.7% | -26.4% | -32.2% |
| 1Y | -41.3% | -6.8% | -34.5% | -40.1% |
| All | -41.3% | -7.0% | -34.3% | -40.1% |
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