+117.1%
PENG vs ABCL
-81.8%
+198.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -9.4% | -13.7% | -21.2% |
| 7D | -36.7% | -14.9% | -21.8% | -34.3% |
| 30D | -42.0% | -15.4% | -26.7% | -39.7% |
| 3M | -33.2% | +88.0% | -121.2% | -41.1% |
| 6M | +2.1% | +138.8% | -136.7% | -15.0% |
| YTD | +90.3% | +225.4% | -135.2% | +48.0% |
| 1Y | +67.7% | +137.3% | -69.7% | +37.4% |
| 3Y | +154.2% | +136.8% | +17.4% | +94.3% |
| 5Y | +28.3% | -26.2% | +54.5% | +12.4% |
| All | +117.1% | -81.8% | +198.8% | +123.0% |
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