-6.0%
ABT vs PENG
+63.3%
-69.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.3% | -11.4% | -1.2% |
| 7D | -5.4% | +1.9% | -7.2% | -5.4% |
| 30D | +8.0% | -37.8% | +45.8% | +8.7% |
| 3M | +0.2% | -14.1% | +14.3% | +0.2% |
| 6M | +34.1% | +13.1% | +21.0% | +30.8% |
| YTD | -10.6% | +151.8% | -162.4% | -17.2% |
| 1Y | -11.8% | +136.0% | -147.8% | -18.1% |
| 3Y | +23.9% | +217.9% | -194.1% | +7.1% |
| All | -6.0% | +63.3% | -69.4% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling