+2.4%
ALLY vs PENG
+120.5%
-118.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.1% | +12.9% | +4.2% |
| 7D | +2.4% | -20.5% | +22.9% | +3.4% |
| 30D | +5.6% | -20.4% | +25.9% | +6.4% |
| 3M | -11.7% | -16.4% | +4.7% | -11.5% |
| 6M | -7.0% | +49.2% | -56.3% | -15.7% |
| YTD | -10.4% | +147.2% | -157.6% | -26.4% |
| 1Y | +2.4% | +124.7% | -122.3% | -13.9% |
| All | +2.4% | +120.5% | -118.1% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling