-2.8%
ALB vs PENG
+720.8%
-723.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.3% | -9.2% | -1.2% |
| 7D | +1.1% | +1.9% | -0.8% | -0.7% |
| 30D | -2.6% | -37.8% | +35.2% | +5.9% |
| 3M | -25.6% | -14.1% | -11.5% | -26.0% |
| 6M | -54.0% | +13.1% | -67.1% | -59.2% |
| YTD | -31.6% | +151.8% | -183.4% | -51.5% |
| 1Y | -6.6% | +136.0% | -142.5% | -33.0% |
| 3Y | -14.0% | +217.9% | -231.9% | -45.6% |
| 5Y | -62.5% | +64.1% | -126.6% | -74.1% |
| All | -2.8% | +720.8% | -723.6% | -48.3% |
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