-2.6%
PEP vs ALNY
-40.8%
+38.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | -2.4% | +12.2% | -14.7% | -3.3% |
| 30D | -0.8% | +16.3% | -17.2% | -2.0% |
| 3M | -2.2% | -12.4% | +10.2% | -1.9% |
| 6M | -14.4% | -18.7% | +4.3% | -14.3% |
| YTD | -2.2% | -33.1% | +30.9% | -2.1% |
| 1Y | -2.6% | -41.3% | +38.7% | -2.1% |
| All | -2.6% | -40.8% | +38.2% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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