+201.0%
ABT vs PENG
+597.2%
-396.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +12.4% | -15.6% | -3.9% |
| 7D | +3.5% | -19.4% | +23.0% | +4.3% |
| 30D | +12.0% | -42.4% | +54.4% | +14.8% |
| 3M | +2.5% | -25.6% | +28.1% | +3.1% |
| 6M | +29.1% | +7.3% | +21.8% | +23.9% |
| YTD | -10.1% | +113.9% | -123.9% | -18.9% |
| 1Y | -9.8% | +93.6% | -103.4% | -18.1% |
| 3Y | +23.3% | +170.2% | -147.0% | +4.5% |
| 5Y | -2.4% | +44.2% | -46.6% | -15.3% |
| All | +201.0% | +597.2% | -396.2% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling