+168.3%
ALLY vs PENG
+520.3%
-352.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -23.0% | +21.7% | +3.0% |
| 7D | -1.1% | -36.7% | +35.6% | +6.5% |
| 30D | +4.2% | -42.0% | +46.2% | +13.1% |
| 3M | -12.4% | -33.2% | +20.8% | -8.3% |
| 6M | -8.7% | +2.1% | -10.8% | -17.1% |
| YTD | -11.6% | +90.3% | -101.9% | -31.3% |
| 1Y | +0.2% | +67.7% | -67.5% | -20.1% |
| 3Y | +57.1% | +154.2% | -97.1% | +7.0% |
| 5Y | -6.8% | +28.3% | -35.1% | -31.1% |
| All | +168.3% | +520.3% | -352.0% | +61.3% |
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