+169.6%
PENG vs ABCL
+208.9%
-39.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.6% |
| 7D | +4.5% | +0.7% | +3.8% | +4.4% |
| 30D | -7.1% | +93.1% | -100.2% | -19.6% |
| 3M | -27.3% | +79.4% | -106.7% | -38.0% |
| 6M | +169.6% | +214.9% | -45.3% | +62.8% |
| All | +169.6% | +208.9% | -39.3% | +62.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling