-5.3%
ALC vs PENG
+130.4%
-135.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.5% | +8.7% | +2.9% |
| 7D | -1.1% | +13.2% | -14.3% | -0.5% |
| 30D | +16.0% | -29.9% | +46.0% | +15.2% |
| 3M | +0.8% | -22.2% | +23.0% | +0.5% |
| 6M | +16.8% | -1.9% | +18.7% | +13.9% |
| YTD | -5.5% | +142.1% | -147.6% | -18.4% |
| 1Y | -5.3% | +151.5% | -156.8% | -19.1% |
| All | -5.3% | +130.4% | -135.6% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling