+236.1%
ALNY vs PEG
+148.0%
+88.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.5% | -0.9% | -5.7% | -6.4% |
| 30D | +11.0% | -3.7% | +14.8% | +12.0% |
| 3M | -14.1% | -7.3% | -6.8% | -12.5% |
| 6M | -22.4% | -10.5% | -11.9% | -20.4% |
| YTD | -37.5% | -7.5% | -30.0% | -36.4% |
| 1Y | -46.9% | -8.7% | -38.2% | -45.9% |
| 3Y | +22.1% | +31.4% | -9.3% | +14.0% |
| 5Y | +31.2% | +37.8% | -6.6% | +20.8% |
| All | +236.1% | +148.0% | +88.1% | +213.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling