-57.6%
ALHC vs PENG
+92.4%
-150.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.4% | -15.3% | -3.7% |
| 7D | +1.0% | -19.4% | +20.4% | +2.1% |
| 30D | -14.2% | -42.4% | +28.2% | -11.7% |
| 3M | -45.1% | -25.6% | -19.5% | -44.5% |
| 6M | -59.5% | +7.3% | -66.8% | -61.5% |
| YTD | -62.8% | +113.9% | -176.7% | -67.5% |
| 1Y | -55.5% | +93.6% | -149.1% | -60.8% |
| 3Y | +25.7% | +170.2% | -144.5% | -2.6% |
| 5Y | -66.8% | +44.2% | -111.0% | -72.5% |
| All | -57.6% | +92.4% | -150.0% | -66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling