-15.5%
ALC vs PENG
+115.2%
-130.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -2.7% |
| 7D | -2.1% | +4.5% | -6.6% | -2.5% |
| 30D | -0.1% | -7.1% | +7.0% | +0.3% |
| 3M | +5.9% | -27.3% | +33.2% | +7.1% |
| 6M | -15.9% | +169.6% | -185.5% | -28.5% |
| YTD | -10.1% | +164.6% | -174.7% | -23.6% |
| 1Y | -10.2% | +109.5% | -119.7% | -21.9% |
| 3Y | -13.6% | +98.9% | -112.5% | -28.6% |
| All | -15.5% | +115.2% | -130.7% | -31.4% |
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