-61.6%
ALB vs PENG
+31.0%
-92.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -23.0% | +26.6% | +9.1% |
| 7D | +5.5% | -36.7% | +42.2% | +15.8% |
| 30D | -7.5% | -42.0% | +34.5% | +2.5% |
| 3M | -16.9% | -33.2% | +16.3% | -12.2% |
| 6M | -49.2% | +2.1% | -51.3% | -55.7% |
| YTD | -29.9% | +90.3% | -120.2% | -51.0% |
| 1Y | +8.2% | +67.7% | -59.5% | -21.7% |
| 3Y | -19.4% | +154.2% | -173.7% | -53.5% |
| 5Y | -61.6% | +28.3% | -89.9% | -75.2% |
| All | -61.6% | +31.0% | -92.6% | -75.2% |
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