+50.4%
ALLE vs PENG
+42.1%
+8.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.4% | -13.3% | -2.1% |
| 7D | -0.6% | -19.4% | +18.9% | +0.9% |
| 30D | +25.3% | -42.4% | +67.7% | +30.8% |
| 3M | +10.3% | -25.6% | +35.9% | +11.3% |
| 6M | +38.0% | +7.3% | +30.8% | +28.2% |
| YTD | +17.8% | +113.9% | -96.1% | -2.4% |
| 1Y | +13.6% | +93.6% | -80.0% | -4.7% |
| 3Y | +89.2% | +170.2% | -81.0% | +40.4% |
| All | +50.4% | +42.1% | +8.3% | +13.3% |
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