+163.7%
ALLY vs PENG
+597.2%
-433.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.4% | -14.1% | -4.0% |
| 7D | +0.9% | -19.4% | +20.4% | +3.8% |
| 30D | +3.1% | -42.4% | +45.5% | +12.2% |
| 3M | -12.6% | -25.6% | +13.1% | -10.5% |
| 6M | -12.4% | +7.3% | -19.7% | -21.2% |
| YTD | -13.2% | +113.9% | -127.0% | -34.1% |
| 1Y | +1.8% | +93.6% | -91.7% | -21.2% |
| 3Y | +58.0% | +170.2% | -112.3% | +6.5% |
| 5Y | -8.4% | +44.2% | -52.6% | -33.9% |
| All | +163.7% | +597.2% | -433.4% | +54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling