-15.1%
PEP vs ALNY
+23.4%
-38.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.0% | -6.5% | +5.6% | -0.6% |
| 30D | -0.7% | +11.0% | -11.7% | -1.2% |
| 3M | -4.1% | -14.1% | +9.9% | -3.7% |
| 6M | -13.1% | -22.4% | +9.3% | -12.5% |
| YTD | -2.1% | -37.5% | +35.3% | -0.8% |
| 1Y | -1.7% | -46.9% | +45.3% | +0.4% |
| 3Y | -15.1% | +22.1% | -37.2% | -20.3% |
| All | -15.1% | +23.4% | -38.5% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling