+199.4%
ALLY vs PENG
+762.7%
-563.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -1.0% |
| 7D | +3.7% | +4.5% | -0.9% | +2.7% |
| 30D | -2.3% | -7.1% | +4.8% | -1.2% |
| 3M | +3.8% | -27.3% | +31.1% | +6.5% |
| 6M | +9.7% | +169.6% | -159.9% | -17.4% |
| YTD | -1.4% | +164.6% | -166.0% | -26.0% |
| 1Y | +8.2% | +109.5% | -101.2% | -15.1% |
| 3Y | +66.5% | +98.9% | -32.4% | +20.4% |
| 5Y | +1.2% | +116.3% | -115.1% | -30.9% |
| All | +199.4% | +762.7% | -563.3% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling