-21.8%
ALHC vs PENG
+138.1%
-159.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.4% |
| 7D | -0.6% | +4.5% | -5.1% | -0.9% |
| 30D | -1.0% | -7.1% | +6.1% | -0.6% |
| 3M | -10.2% | -27.3% | +17.1% | -9.4% |
| 6M | -28.3% | +169.6% | -197.9% | -37.7% |
| YTD | -31.4% | +164.6% | -196.1% | -40.5% |
| 1Y | -16.9% | +109.5% | -126.4% | -26.6% |
| 3Y | +135.5% | +98.9% | +36.6% | +94.2% |
| 5Y | -33.6% | +116.3% | -149.9% | -48.6% |
| All | -21.8% | +138.1% | -159.9% | -38.9% |
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