-57.5%
ALHC vs PENG
+117.8%
-175.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -1.5% |
| 7D | +0.3% | +13.2% | -12.9% | -0.6% |
| 30D | -10.6% | -29.9% | +19.4% | -9.1% |
| 3M | -45.3% | -22.2% | -23.1% | -44.9% |
| 6M | -59.7% | -1.9% | -57.8% | -61.1% |
| YTD | -62.7% | +142.1% | -204.9% | -67.7% |
| 1Y | -56.1% | +151.5% | -207.6% | -62.2% |
| 3Y | +21.3% | +206.9% | -185.7% | -6.9% |
| 5Y | -66.0% | +58.2% | -124.2% | -71.8% |
| All | -57.5% | +117.8% | -175.3% | -66.8% |
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