+30.6%
ALNY vs PEGA
-47.2%
+77.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.0% | -4.3% |
| 7D | -6.4% | -5.3% | -1.1% | -5.8% |
| 30D | +11.9% | +8.3% | +3.6% | +10.6% |
| 3M | -15.0% | +8.9% | -23.9% | -16.2% |
| 6M | -23.2% | -19.7% | -3.5% | -21.6% |
| YTD | -37.8% | -39.9% | +2.1% | -34.3% |
| 1Y | -47.3% | -36.4% | -10.9% | -45.0% |
| 3Y | +22.9% | +52.8% | -29.9% | +8.1% |
| 5Y | +30.6% | -45.7% | +76.2% | +59.2% |
| All | +30.6% | -47.2% | +77.7% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling