+249.6%
ALAB vs PENG
+95.8%
+153.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +9.3% | +4.5% | +8.4% |
| 7D | -5.6% | -3.8% | -1.8% | -3.8% |
| 30D | -36.6% | -40.1% | +3.5% | -16.4% |
| 3M | -35.1% | -21.8% | -13.3% | -27.2% |
| 6M | +8.5% | +3.3% | +5.2% | +4.2% |
| YTD | +30.4% | +133.6% | -103.3% | -19.2% |
| 1Y | +31.0% | +110.7% | -79.6% | -14.4% |
| All | +249.6% | +95.8% | +153.8% | +112.8% |
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