+33.9%
ALNY vs PEG
+36.3%
-2.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.5% | -0.9% | -5.7% | -6.3% |
| 30D | +11.0% | -3.7% | +14.8% | +12.4% |
| 3M | -14.1% | -7.3% | -6.8% | -11.9% |
| 6M | -22.4% | -10.5% | -11.9% | -19.7% |
| YTD | -37.5% | -7.5% | -30.0% | -36.0% |
| 1Y | -46.9% | -8.7% | -38.2% | -45.6% |
| 3Y | +22.1% | +31.4% | -9.3% | +8.9% |
| All | +33.9% | +36.3% | -2.5% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling