-3.2%
ALB vs PENG
+108.0%
-111.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.3% | -9.4% | -0.9% |
| 7D | +9.5% | -3.8% | +13.2% | +9.0% |
| 30D | -2.1% | -40.1% | +38.0% | +2.1% |
| 3M | -24.1% | -21.8% | -2.4% | -23.6% |
| 6M | -51.0% | +3.3% | -54.3% | -52.3% |
| YTD | -29.3% | +133.6% | -163.0% | -39.6% |
| All | -3.2% | +108.0% | -111.2% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling