-49.2%
ALB vs PENG
+10.2%
-59.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -23.0% | +26.6% | +5.3% |
| 7D | +5.5% | -36.7% | +42.2% | +9.1% |
| 30D | -7.5% | -42.0% | +34.5% | -4.1% |
| 3M | -16.9% | -33.2% | +16.3% | -15.7% |
| 6M | -49.2% | +2.1% | -51.3% | -51.6% |
| All | -49.2% | +10.2% | -59.5% | -51.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling