+253.7%
ALNY vs PENG
+710.3%
-456.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.8% | +0.7% | -3.6% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | +11.9% | -15.2% | +27.1% | +13.4% |
| 3M | -15.0% | -16.9% | +1.9% | -15.4% |
| 6M | -23.2% | +161.5% | -184.8% | -34.9% |
| YTD | -37.8% | +148.6% | -186.3% | -47.1% |
| 1Y | -47.3% | +89.6% | -136.9% | -53.9% |
| 3Y | +22.9% | +99.8% | -76.9% | 0.0% |
| 5Y | +30.6% | +100.9% | -70.3% | +2.4% |
| All | +253.7% | +710.3% | -456.6% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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