-63.4%
ALB vs PENG
+56.5%
-119.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.1% |
| 7D | -5.8% | +13.2% | -19.0% | -8.7% |
| 30D | -4.5% | -29.9% | +25.4% | +1.7% |
| 3M | -28.1% | -22.2% | -5.8% | -26.8% |
| 6M | -53.2% | -1.9% | -51.3% | -57.8% |
| YTD | -33.3% | +142.1% | -175.4% | -56.1% |
| 1Y | -17.4% | +151.5% | -168.9% | -46.5% |
| 3Y | -14.1% | +206.9% | -221.1% | -52.4% |
| All | -63.4% | +56.5% | -119.9% | -77.8% |
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 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