diff --git a/Common/Statistics/PortfolioStatistics.cs b/Common/Statistics/PortfolioStatistics.cs
index ef036c86688e..a0f326ec9a5d 100644
--- a/Common/Statistics/PortfolioStatistics.cs
+++ b/Common/Statistics/PortfolioStatistics.cs
@@ -299,7 +299,7 @@ public PortfolioStatistics(
             var benchmarkVariance = listBenchmark.Variance();
             Beta = benchmarkVariance.IsNaNOrZero() ? 0 : (decimal)(listPerformance.Covariance(listBenchmark) / benchmarkVariance);
 
-            Alpha = Beta == 0 ? 0 : annualPerformance - (riskFreeRate + Beta * (benchmarkAnnualPerformance - riskFreeRate));
+            Alpha = Beta == 0 ? 0 : Extensions.SafeDecimalCast((double)annualPerformance - ((double)riskFreeRate + (double)Beta * ((double)benchmarkAnnualPerformance - (double)riskFreeRate)));
 
             TrackingError = (decimal)Statistics.TrackingError(listPerformance, listBenchmark, (double)tradingDaysPerYear);
 
diff --git a/Tests/Common/Statistics/PortfolioStatisticsTests.cs b/Tests/Common/Statistics/PortfolioStatisticsTests.cs
index 628fb124fdea..cf136c78a9ad 100644
--- a/Tests/Common/Statistics/PortfolioStatisticsTests.cs
+++ b/Tests/Common/Statistics/PortfolioStatisticsTests.cs
@@ -186,6 +186,26 @@ public void PortfolioStatisticsDoesNotFailWhenAnnualPerformanceIsLarge()
             Assert.DoesNotThrow(() => new PortfolioStatistics(profitLoss, equity, portfolioTurnover, listPerformance, listBenchmark, startingCapital, riskFreeInterestRateModel, tradingDaysPerYear));
         }
 
+        [Test]
+        public void PortfolioStatisticsDoesNotFailWhenAlphaExceedsDecimalRange()
+        {
+            var profitLoss = new SortedDictionary<DateTime, decimal>();
+            var equity = new SortedDictionary<DateTime, decimal>();
+            var portfolioTurnover = new SortedDictionary<DateTime, decimal>();
+            // A deposit into a live account shows up as one huge daily return, which caps the annual performance at decimal.MaxValue
+            var listPerformance = new List<double>() { 0.001, 0.004, 1.56, 0.002 };
+            // The benchmark rises on the deposit day and falls overall, so beta is large and the benchmark term of alpha is negative
+            var listBenchmark = new List<double>() { -0.004, -0.006, 0.005, -0.003 };
+            var startingCapital = 100000;
+            var riskFreeInterestRateModel = new InterestRateProvider();
+            var tradingDaysPerYear = 252;
+
+            var statistics = default(PortfolioStatistics);
+            Assert.DoesNotThrow(() => statistics = new PortfolioStatistics(profitLoss, equity, portfolioTurnover, listPerformance, listBenchmark, startingCapital, riskFreeInterestRateModel, tradingDaysPerYear));
+
+            Assert.AreEqual(decimal.MaxValue, statistics.Alpha);
+        }
+
         /// <summary>
         /// Initialize and return Portfolio Statistics depends on input data
         /// </summary>