-3.8%
ALB vs PENG
+644.0%
-647.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.7% |
| 7D | +5.3% | -16.1% | +21.3% | +7.9% |
| 30D | -6.3% | -41.5% | +35.2% | +3.3% |
| 3M | -27.4% | -19.1% | -8.3% | -26.8% |
| 6M | -53.1% | +0.9% | -54.0% | -57.3% |
| YTD | -32.3% | +128.2% | -160.5% | -51.0% |
| 1Y | -7.3% | +98.6% | -105.9% | -30.7% |
| 3Y | -14.9% | +188.2% | -203.1% | -44.9% |
| 5Y | -62.0% | +55.5% | -117.5% | -73.4% |
| All | -3.8% | +644.0% | -647.8% | -47.6% |
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 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