-52.4%
ALHC vs PENG
+120.5%
-172.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | -9.1% | +19.2% | +9.9% |
| 7D | -0.5% | -20.5% | +20.0% | -1.2% |
| 30D | -4.2% | -20.4% | +16.1% | -4.8% |
| 3M | -39.8% | -16.4% | -23.4% | -39.8% |
| 6M | -57.7% | +49.2% | -107.0% | -60.5% |
| YTD | -58.8% | +147.2% | -206.0% | -65.8% |
| 1Y | -52.4% | +124.7% | -177.0% | -60.1% |
| All | -52.4% | +120.5% | -172.8% | -60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling