-50.0%
ALK vs PENG
+705.8%
-755.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -9.1% | +17.9% | +10.5% |
| 7D | +12.4% | -20.5% | +32.9% | +16.6% |
| 30D | +2.1% | -20.4% | +22.4% | +4.8% |
| 3M | -23.9% | -16.4% | -7.5% | -23.1% |
| 6M | +8.2% | +49.2% | -41.0% | -7.8% |
| YTD | -20.5% | +147.2% | -167.7% | -39.8% |
| 1Y | -1.0% | +124.7% | -125.7% | -23.8% |
| 3Y | +19.2% | +230.3% | -211.1% | -20.3% |
| 5Y | -28.2% | +71.4% | -99.6% | -48.5% |
| All | -50.0% | +705.8% | -755.8% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling