+96.7%
ALLE vs PENG
+228.7%
-132.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -9.1% | +10.9% | +2.1% |
| 7D | +6.7% | -20.5% | +27.1% | +7.6% |
| 30D | +25.4% | -20.4% | +45.8% | +26.0% |
| 3M | +16.9% | -16.4% | +33.3% | +16.9% |
| 6M | +46.6% | +49.2% | -2.7% | +35.6% |
| YTD | +22.4% | +147.2% | -124.8% | +6.5% |
| 1Y | +17.7% | +124.7% | -106.9% | +3.3% |
| All | +96.7% | +228.7% | -132.0% | +53.9% |
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