-63.5%
ALB vs PENG
+66.2%
-129.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | -3.6% | +34.6% | -38.2% | -10.5% |
| 30D | -2.9% | -35.9% | +33.1% | +5.7% |
| 3M | -25.8% | -14.7% | -11.2% | -26.2% |
| 6M | -53.6% | +13.5% | -67.1% | -59.9% |
| YTD | -32.4% | +156.1% | -188.5% | -56.1% |
| 1Y | -13.0% | +141.3% | -154.4% | -42.8% |
| 3Y | -15.0% | +223.4% | -238.4% | -53.4% |
| 5Y | -63.5% | +67.4% | -130.9% | -77.9% |
| All | -63.5% | +66.2% | -129.7% | -77.9% |
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