+34.4%
ALC vs PENG
+236.1%
-201.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -23.0% | +22.0% | +1.3% |
| 7D | +7.6% | -36.7% | +44.3% | +11.9% |
| 30D | +21.1% | -42.0% | +63.2% | +26.4% |
| 3M | +8.5% | -33.2% | +41.7% | +10.8% |
| 6M | +2.8% | +2.1% | +0.7% | -4.5% |
| YTD | -2.4% | +90.3% | -92.7% | -18.2% |
| 1Y | +3.5% | +67.7% | -64.2% | -11.9% |
| 3Y | +4.2% | +154.2% | -150.1% | -21.5% |
| 5Y | -9.0% | +28.3% | -37.3% | -27.6% |
| All | +34.4% | +236.1% | -201.6% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling