-9.0%
ALC vs PENG
+31.0%
-40.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -23.0% | +22.0% | +0.5% |
| 7D | +7.6% | -36.7% | +44.3% | +10.4% |
| 30D | +21.1% | -42.0% | +63.2% | +24.5% |
| 3M | +8.5% | -33.2% | +41.7% | +9.8% |
| 6M | +2.8% | +2.1% | +0.7% | -3.8% |
| YTD | -2.4% | +90.3% | -92.7% | -16.4% |
| 1Y | +3.5% | +67.7% | -64.2% | -10.1% |
| 3Y | +4.2% | +154.2% | -150.1% | -19.0% |
| 5Y | -9.0% | +28.3% | -37.3% | -26.8% |
| All | -9.0% | +31.0% | -40.0% | -26.8% |
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