+3,615.7%
ALNY vs PEGA
+1,744.9%
+1,870.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.1% |
| 7D | +5.7% | -2.4% | +8.1% | +6.4% |
| 30D | +18.7% | +9.6% | +9.0% | +15.6% |
| 3M | -11.0% | +2.3% | -13.3% | -12.1% |
| 6M | -18.9% | -23.9% | +5.0% | -14.0% |
| YTD | -34.6% | -39.8% | +5.2% | -27.0% |
| 1Y | -42.8% | -37.4% | -5.4% | -37.6% |
| 3Y | +29.1% | +53.1% | -24.0% | -0.7% |
| 5Y | +39.6% | -47.2% | +86.8% | +40.5% |
| 10Y | +253.8% | +174.3% | +79.4% | +95.6% |
| All | +3,615.7% | +1,744.9% | +1,870.8% | +726.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling