-26.4%
ALK vs PENG
+115.2%
-141.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | +0.3% |
| 7D | -0.7% | +4.5% | -5.2% | -1.6% |
| 30D | -19.2% | -7.1% | -12.1% | -18.3% |
| 3M | -1.5% | -27.3% | +25.7% | +1.4% |
| 6M | -13.1% | +169.6% | -182.6% | -35.3% |
| YTD | -16.4% | +164.6% | -181.0% | -37.9% |
| 1Y | -33.1% | +109.5% | -142.5% | -48.2% |
| 3Y | +0.6% | +98.9% | -98.3% | -28.4% |
| All | -26.4% | +115.2% | -141.6% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling