+67.7%
PENG vs ABCL
+127.6%
-59.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -9.4% | -13.7% | -20.6% |
| 7D | -36.7% | -14.9% | -21.8% | -33.7% |
| 30D | -42.0% | -15.4% | -26.7% | -39.3% |
| 3M | -33.2% | +88.0% | -121.2% | -41.4% |
| 6M | +2.1% | +138.8% | -136.7% | -19.2% |
| YTD | +90.3% | +225.4% | -135.2% | +33.0% |
| 1Y | +67.7% | +137.3% | -69.7% | +29.8% |
| All | +67.7% | +127.6% | -59.9% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling