+144.0%
PENG vs ABCL
-80.5%
+224.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +6.7% | +5.6% | +11.1% |
| 7D | -19.4% | -3.2% | -16.3% | -18.4% |
| 30D | -42.4% | -7.4% | -35.0% | -41.0% |
| 3M | -25.6% | +81.9% | -107.6% | -33.9% |
| 6M | +7.3% | +135.7% | -128.4% | -10.5% |
| YTD | +113.9% | +247.4% | -133.5% | +64.4% |
| 1Y | +93.6% | +162.3% | -68.7% | +55.8% |
| 3Y | +170.2% | +165.5% | +4.7% | +102.7% |
| 5Y | +44.2% | -21.3% | +65.5% | +24.8% |
| All | +144.0% | -80.5% | +224.5% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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