-43.9%
ALB vs PENG
+115.2%
-159.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.4% | -10.9% | -6.1% |
| 7D | -8.1% | +4.5% | -12.6% | -9.3% |
| 30D | +6.3% | -7.1% | +13.4% | +7.7% |
| 3M | -23.6% | -27.3% | +3.7% | -20.4% |
| 6M | -24.6% | +169.6% | -194.2% | -49.2% |
| YTD | -10.3% | +164.6% | -174.9% | -39.7% |
| 1Y | +61.5% | +109.5% | -48.0% | +15.6% |
| 3Y | -34.0% | +98.9% | -132.9% | -57.5% |
| All | -43.9% | +115.2% | -159.1% | -65.9% |
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