+389.5%
PEP vs ALNY
+4,163.9%
-3,774.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | +0.1% | +5.7% | -5.6% | -0.2% |
| 30D | +0.7% | +18.7% | -18.0% | -0.3% |
| 3M | -0.5% | -11.0% | +10.4% | -0.3% |
| 6M | -11.3% | -18.9% | +7.6% | -10.7% |
| YTD | -0.6% | -34.6% | +34.0% | +1.1% |
| 1Y | +1.7% | -42.8% | +44.5% | +4.0% |
| 3Y | -12.5% | +29.1% | -41.6% | -15.0% |
| 5Y | +3.9% | +39.6% | -35.7% | -1.0% |
| 10Y | +76.6% | +253.8% | -177.2% | +54.0% |
| All | +389.5% | +4,163.9% | -3,774.5% | +256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling