+201.9%
PENG vs ABCL
-81.3%
+283.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.0% |
| 3M | -27.3% | +79.4% | -106.7% | -36.1% |
| 6M | +169.6% | +214.9% | -45.3% | +112.0% |
| YTD | +164.6% | +234.2% | -69.6% | +103.4% |
| 1Y | +109.5% | +174.8% | -65.3% | +64.6% |
| 3Y | +98.9% | +104.5% | -5.5% | +53.5% |
| 5Y | +116.3% | -39.0% | +155.3% | +90.9% |
| All | +201.9% | -81.3% | +283.2% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling