-1.0%
ALK vs PENG
+120.5%
-121.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -9.1% | +17.9% | +9.7% |
| 7D | +12.4% | -20.5% | +32.9% | +15.2% |
| 30D | +2.1% | -20.4% | +22.4% | +4.0% |
| 3M | -23.9% | -16.4% | -7.5% | -23.3% |
| 6M | +8.2% | +49.2% | -41.0% | -13.4% |
| YTD | -20.5% | +147.2% | -167.7% | -47.9% |
| 1Y | -1.0% | +124.7% | -125.7% | -33.0% |
| All | -1.0% | +120.5% | -121.5% | -33.0% |
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