-12.3%
ALC vs PENG
+56.2%
-68.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.3% | -9.0% | -0.3% |
| 7D | +2.1% | -3.8% | +5.8% | +1.9% |
| 30D | +17.2% | -40.1% | +57.3% | +20.6% |
| 3M | +4.6% | -21.8% | +26.4% | +5.0% |
| 6M | +20.1% | +3.3% | +16.8% | +13.9% |
| YTD | -4.2% | +133.6% | -137.8% | -19.0% |
| 1Y | +2.1% | +110.7% | -108.6% | -12.7% |
| 3Y | +4.5% | +204.3% | -199.8% | -19.5% |
| 5Y | -12.3% | +54.4% | -66.7% | -30.0% |
| All | -12.3% | +56.2% | -68.6% | -30.0% |
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