+280.3%
ALNY vs PENG
+762.7%
-482.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | 0.0% |
| 7D | +12.2% | +4.5% | +7.7% | +11.7% |
| 30D | +16.3% | -7.1% | +23.5% | +16.9% |
| 3M | -12.4% | -27.3% | +14.9% | -11.5% |
| 6M | -18.7% | +169.6% | -188.3% | -31.2% |
| YTD | -33.1% | +164.6% | -197.7% | -43.5% |
| 1Y | -41.3% | +109.5% | -150.8% | -49.3% |
| 3Y | +32.3% | +98.9% | -66.6% | +8.1% |
| 5Y | +34.8% | +116.3% | -81.5% | +4.8% |
| All | +280.3% | +762.7% | -482.3% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling