+109.5%
PENG vs ALM
+318.3%
-208.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.5% | +7.9% | +6.8% |
| 7D | +4.5% | -2.6% | +7.1% | +5.1% |
| 30D | -7.1% | +32.0% | -39.1% | -12.9% |
| 3M | -27.3% | -15.0% | -12.2% | -26.8% |
| 6M | +169.6% | -10.1% | +179.7% | +164.3% |
| YTD | +164.6% | +99.4% | +65.2% | +148.6% |
| 1Y | +109.5% | +316.4% | -206.9% | +103.6% |
| All | +109.5% | +318.3% | -208.9% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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