+202.6%
ABT vs PENG
+661.7%
-459.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.3% | -8.7% | +0.1% |
| 7D | +0.3% | -3.8% | +4.1% | +0.2% |
| 30D | +11.6% | -40.1% | +51.7% | +14.2% |
| 3M | +3.1% | -21.8% | +24.9% | +3.5% |
| 6M | +32.8% | +3.3% | +29.5% | +28.3% |
| YTD | -9.6% | +133.6% | -143.2% | -18.8% |
| 1Y | -10.4% | +110.7% | -121.1% | -19.0% |
| 3Y | +25.8% | +204.3% | -178.4% | +5.8% |
| 5Y | -3.4% | +54.4% | -57.8% | -16.4% |
| All | +202.6% | +661.7% | -459.1% | +132.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling