-43.9%
ALNY vs PENG
+6.5%
-50.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.3% | -4.9% | +6.0% |
| 7D | -0.8% | +1.9% | -2.6% | -0.6% |
| 30D | -29.6% | -37.8% | +8.2% | -33.2% |
| 3M | -27.7% | -14.1% | -13.6% | -28.0% |
| 6M | -43.9% | +13.1% | -57.0% | -37.6% |
| All | -43.9% | +6.5% | -50.3% | -37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling