+236.1%
ALNY vs PEGA
+184.6%
+51.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -6.5% | -3.0% | -3.6% | -6.0% |
| 30D | +11.0% | +15.9% | -4.9% | +7.7% |
| 3M | -14.1% | +10.8% | -24.9% | -16.2% |
| 6M | -22.4% | -16.5% | -5.9% | -20.5% |
| YTD | -37.5% | -39.0% | +1.6% | -32.2% |
| 1Y | -46.9% | -37.3% | -9.7% | -43.2% |
| 3Y | +22.1% | +59.2% | -37.1% | -1.9% |
| 5Y | +31.2% | -44.9% | +76.1% | +39.3% |
| All | +236.1% | +184.6% | +51.5% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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