To go where? I don't think he was the primary transfer target, Kuyt was, otherwise Rafa would have paid that bit extra for Alves and gone for a cheaper option than Kuyt. Rafa worked hard to land Alves, so obviously he wanted him much more than Pennant - his second option - thus I think it is fair to assume that, yes, he is disappointed not to have landed him, especially given that Alves has been in great form so far this season, and that Pennant has not exactly set Anfield alight.