+23.8%
ALC vs PENG
+367.4%
-343.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -2.9% |
| 7D | -2.1% | +4.5% | -6.6% | -2.6% |
| 30D | -0.1% | -7.1% | +7.0% | +0.5% |
| 3M | +5.9% | -27.3% | +33.2% | +7.4% |
| 6M | -15.9% | +169.6% | -185.5% | -30.6% |
| YTD | -10.1% | +164.6% | -174.7% | -25.8% |
| 1Y | -10.2% | +109.5% | -119.7% | -23.9% |
| 3Y | -13.6% | +98.9% | -112.5% | -31.2% |
| 5Y | -15.1% | +116.3% | -131.4% | -36.1% |
| All | +23.8% | +367.4% | -343.5% | -25.3% |
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