+400.4%
ALAB vs PENG
+121.8%
+278.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.4% | +3.3% | +6.2% |
| 7D | +7.2% | +4.5% | +2.7% | +4.8% |
| 30D | -2.5% | -7.1% | +4.6% | +1.2% |
| 3M | -13.3% | -27.3% | +14.0% | +0.8% |
| 6M | +172.8% | +169.6% | +3.2% | +62.6% |
| YTD | +86.6% | +164.6% | -78.0% | +9.9% |
| 1Y | +65.2% | +109.5% | -44.3% | +7.7% |
| All | +400.4% | +121.8% | +278.6% | +189.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling