-46.5%
ALNY vs PENG
+106.3%
-152.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.9% |
| 7D | -3.5% | +7.3% | -10.8% | -2.9% |
| 30D | +18.9% | -7.5% | +26.4% | +18.2% |
| 3M | -13.3% | -17.2% | +3.9% | -11.5% |
| 6M | -20.3% | +176.7% | -197.0% | -20.6% |
| YTD | -35.1% | +161.0% | -196.2% | -35.6% |
| 1Y | -46.5% | +108.8% | -155.3% | -46.2% |
| All | -46.5% | +106.3% | -152.8% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling