+22.1%
ALNY vs PEGA
+54.2%
-32.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -6.5% | -3.0% | -3.6% | -6.4% |
| 30D | +11.0% | +15.9% | -4.9% | +10.0% |
| 3M | -14.1% | +10.8% | -24.9% | -14.8% |
| 6M | -22.4% | -16.5% | -5.9% | -22.2% |
| YTD | -37.5% | -39.0% | +1.6% | -36.4% |
| 1Y | -46.9% | -37.3% | -9.7% | -46.2% |
| 3Y | +22.1% | +59.2% | -37.1% | +25.3% |
| All | +22.1% | +54.2% | -32.2% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling