-51.3%
ALK vs PENG
+597.2%
-648.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.4% | -11.8% | -1.7% |
| 7D | +9.0% | -19.4% | +28.5% | +12.1% |
| 30D | -1.6% | -42.4% | +40.7% | +7.1% |
| 3M | -23.2% | -25.6% | +2.5% | -21.2% |
| 6M | -3.9% | +7.3% | -11.2% | -12.9% |
| YTD | -22.6% | +113.9% | -136.4% | -40.2% |
| 1Y | -5.3% | +93.6% | -98.9% | -25.5% |
| 3Y | +18.6% | +170.2% | -151.6% | -18.0% |
| 5Y | -34.4% | +44.2% | -78.6% | -51.7% |
| All | -51.3% | +597.2% | -648.5% | -73.8% |
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