-8.2%
ALLY vs PENG
+42.1%
-50.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.4% | -14.1% | -3.8% |
| 7D | +0.9% | -19.4% | +20.4% | +3.5% |
| 30D | +3.1% | -42.4% | +45.5% | +11.5% |
| 3M | -12.6% | -25.6% | +13.1% | -10.7% |
| 6M | -12.4% | +7.3% | -19.7% | -22.0% |
| YTD | -13.2% | +113.9% | -127.0% | -35.7% |
| 1Y | +1.8% | +93.6% | -91.7% | -22.9% |
| 3Y | +58.0% | +170.2% | -112.3% | +0.7% |
| All | -8.2% | +42.1% | -50.3% | -38.4% |
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