+46.9%
ALLE vs PENG
+101.4%
-54.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | +0.6% |
| 7D | -0.2% | +4.5% | -4.8% | -0.5% |
| 30D | -6.8% | -7.1% | +0.3% | -6.5% |
| 3M | +21.0% | -27.3% | +48.3% | +22.1% |
| 6M | +1.1% | +169.6% | -168.5% | -9.9% |
| YTD | -0.5% | +164.6% | -165.2% | -11.4% |
| 1Y | -7.3% | +109.5% | -116.7% | -16.0% |
| All | +46.9% | +101.4% | -54.5% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling