+124.7%
PENG vs ALM
+44.8%
+79.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.2% | -10.3% | -9.4% |
| 7D | -20.5% | -6.4% | -14.1% | -18.9% |
| 30D | -20.4% | -35.0% | +14.6% | -10.9% |
| 3M | -16.4% | -33.8% | +17.4% | -8.1% |
| 6M | +49.2% | -55.0% | +104.2% | +77.1% |
| YTD | +147.2% | -0.2% | +147.4% | +165.3% |
| 1Y | +124.7% | +41.8% | +82.9% | +127.1% |
| All | +124.7% | +44.8% | +79.9% | +127.1% |
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