-58.0%
ALHC vs PENG
+110.2%
-168.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.3% | -10.2% | -1.5% |
| 7D | +3.9% | -3.8% | +7.6% | +3.8% |
| 30D | -3.6% | -40.1% | +36.4% | -1.2% |
| 3M | -49.4% | -21.8% | -27.6% | -49.0% |
| 6M | -59.5% | +3.3% | -62.8% | -61.1% |
| YTD | -63.2% | +133.6% | -196.8% | -68.0% |
| 1Y | -55.5% | +110.7% | -166.2% | -61.0% |
| 3Y | +23.0% | +204.3% | -181.2% | -5.9% |
| 5Y | -65.7% | +54.4% | -120.1% | -71.6% |
| All | -58.0% | +110.2% | -168.2% | -67.2% |
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