-51.9%
ALK vs PENG
+689.3%
-741.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.4% |
| 7D | -1.2% | +13.2% | -14.4% | -3.6% |
| 30D | +7.7% | -29.9% | +37.6% | +13.0% |
| 3M | -19.0% | -22.2% | +3.2% | -17.6% |
| 6M | -0.2% | -1.9% | +1.7% | -7.4% |
| YTD | -23.5% | +142.1% | -165.6% | -42.4% |
| 1Y | -9.1% | +151.5% | -160.6% | -32.1% |
| 3Y | +12.0% | +206.9% | -194.9% | -24.5% |
| 5Y | -30.9% | +58.2% | -89.1% | -50.1% |
| All | -51.9% | +689.3% | -741.2% | -74.7% |
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