+10.9%
AAL vs PENG
+153.0%
-142.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -23.0% | +17.9% | -1.1% |
| 7D | +1.2% | -36.7% | +37.9% | +8.7% |
| 30D | -0.5% | -42.0% | +41.5% | +7.8% |
| 3M | -22.0% | -33.2% | +11.2% | -18.4% |
| 6M | +4.5% | +2.1% | +2.4% | -7.9% |
| YTD | -15.7% | +90.3% | -105.9% | -38.2% |
| 1Y | -3.7% | +67.7% | -71.3% | -27.2% |
| All | +10.9% | +153.0% | -142.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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