+248.5%
ALAB vs PENG
+91.3%
+157.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +1.0% |
| 7D | -7.5% | -16.1% | +8.6% | +2.2% |
| 30D | -36.8% | -41.5% | +4.7% | -15.5% |
| 3M | -31.9% | -19.1% | -12.8% | -25.0% |
| 6M | +8.2% | +0.9% | +7.3% | +5.2% |
| YTD | +29.9% | +128.2% | -98.3% | -18.4% |
| 1Y | +24.4% | +98.6% | -74.1% | -16.2% |
| All | +248.5% | +91.3% | +157.2% | +115.0% |
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