-11.6%
ALC vs PENG
+42.1%
-53.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.4% | -14.5% | -2.9% |
| 7D | +4.9% | -19.4% | +24.3% | +5.9% |
| 30D | +19.0% | -42.4% | +61.3% | +22.6% |
| 3M | +7.8% | -25.6% | +33.4% | +8.4% |
| 6M | +14.6% | +7.3% | +7.3% | +7.5% |
| YTD | -4.4% | +113.9% | -118.3% | -18.7% |
| 1Y | +1.4% | +93.6% | -92.2% | -12.9% |
| 3Y | +2.5% | +170.2% | -167.7% | -20.2% |
| All | -11.6% | +42.1% | -53.7% | -29.4% |
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