-4.2%
ABT vs PENG
+42.1%
-46.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +12.4% | -15.6% | -3.3% |
| 7D | +3.5% | -19.4% | +23.0% | +3.7% |
| 30D | +12.0% | -42.4% | +54.4% | +12.8% |
| 3M | +2.5% | -25.6% | +28.1% | +2.5% |
| 6M | +29.1% | +7.3% | +21.8% | +25.3% |
| YTD | -10.1% | +113.9% | -123.9% | -16.5% |
| 1Y | -9.8% | +93.6% | -103.4% | -15.9% |
| 3Y | +23.3% | +170.2% | -147.0% | +6.8% |
| All | -4.2% | +42.1% | -46.3% | -15.4% |
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