-34.2%
ALB vs PENG
+101.4%
-135.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.4% | -10.9% | -5.8% |
| 7D | -8.1% | +4.5% | -12.6% | -9.1% |
| 30D | +6.3% | -7.1% | +13.4% | +7.5% |
| 3M | -23.6% | -27.3% | +3.7% | -20.8% |
| 6M | -24.6% | +169.6% | -194.2% | -45.7% |
| YTD | -10.3% | +164.6% | -174.9% | -35.4% |
| 1Y | +61.5% | +109.5% | -48.0% | +22.4% |
| All | -34.2% | +101.4% | -135.6% | -54.8% |
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 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