+107.8%
PENG vs ABCL
-41.3%
+149.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.7% |
| 7D | +4.5% | +0.7% | +3.8% | +4.4% |
| 30D | -7.1% | +93.1% | -100.2% | -20.0% |
| 3M | -27.3% | +79.4% | -106.7% | -36.9% |
| 6M | +169.6% | +214.9% | -45.3% | +106.8% |
| YTD | +164.6% | +234.2% | -69.6% | +97.9% |
| 1Y | +109.5% | +174.8% | -65.3% | +60.3% |
| 3Y | +98.9% | +104.5% | -5.5% | +49.6% |
| All | +107.8% | -41.3% | +149.1% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling