+123.9%
ALNY vs PENG
+735.0%
-611.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | 0.0% | +34.6% | -34.6% | -2.9% |
| 30D | -30.0% | -35.9% | +5.9% | -27.6% |
| 3M | -30.1% | -14.7% | -15.4% | -29.9% |
| 6M | -46.4% | +13.5% | -59.9% | -49.5% |
| YTD | -60.6% | +156.1% | -216.7% | -67.0% |
| 1Y | -65.4% | +141.3% | -206.7% | -70.8% |
| 3Y | -3.2% | +223.4% | -226.7% | -25.3% |
| 5Y | -8.3% | +67.4% | -75.7% | -26.7% |
| All | +123.9% | +735.0% | -611.1% | +40.3% |
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