-5.3%
ALK vs PENG
+88.9%
-94.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.4% | -11.8% | -0.7% |
| 7D | +9.0% | -19.4% | +28.5% | +10.8% |
| 30D | -1.6% | -42.4% | +40.7% | +4.2% |
| 3M | -23.2% | -25.6% | +2.5% | -22.0% |
| 6M | -3.9% | +7.3% | -11.2% | -17.2% |
| YTD | -22.6% | +113.9% | -136.4% | -48.3% |
| 1Y | -5.3% | +93.6% | -98.9% | -34.7% |
| All | -5.3% | +88.9% | -94.3% | -34.7% |
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 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