-62.1%
ALB vs PENG
+42.1%
-104.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.4% | -11.5% | -2.0% |
| 7D | +9.1% | -19.4% | +28.5% | +12.8% |
| 30D | -3.4% | -42.4% | +39.0% | +7.7% |
| 3M | -20.6% | -25.6% | +5.0% | -18.3% |
| 6M | -48.2% | +7.3% | -55.4% | -55.1% |
| YTD | -29.2% | +113.9% | -143.1% | -52.0% |
| 1Y | +10.0% | +93.6% | -83.6% | -23.4% |
| 3Y | -12.9% | +170.2% | -183.1% | -50.1% |
| All | -62.1% | +42.1% | -104.2% | -76.3% |
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 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