+46.6%
ALLE vs PENG
+54.5%
-7.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -9.1% | +10.9% | +1.3% |
| 7D | +6.7% | -20.5% | +27.1% | +5.7% |
| 30D | +25.4% | -20.4% | +45.8% | +24.5% |
| 3M | +16.9% | -16.4% | +33.3% | +16.1% |
| 6M | +46.6% | +49.2% | -2.7% | +42.6% |
| All | +46.6% | +54.5% | -7.9% | +42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling