-51.6%
ALK vs PENG
+520.3%
-571.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -23.0% | +19.8% | +1.1% |
| 7D | +7.1% | -36.7% | +43.7% | +15.3% |
| 30D | -3.0% | -42.0% | +39.1% | +5.3% |
| 3M | -25.6% | -33.2% | +7.6% | -22.0% |
| 6M | +0.5% | +2.1% | -1.6% | -8.1% |
| YTD | -23.1% | +90.3% | -113.3% | -39.2% |
| 1Y | -7.5% | +67.7% | -75.2% | -25.1% |
| 3Y | +15.3% | +154.2% | -138.9% | -19.4% |
| 5Y | -34.8% | +28.3% | -63.1% | -50.9% |
| All | -51.6% | +520.3% | -571.9% | -73.3% |
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