+522.0%
PENG vs ALM
+1,819.6%
-1,297.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.1% | +10.2% | +12.2% |
| 7D | -19.4% | -6.7% | -12.8% | -18.9% |
| 30D | -42.4% | -32.9% | -9.5% | -40.7% |
| 3M | -25.6% | -39.5% | +13.8% | -23.2% |
| 6M | +7.3% | -62.0% | +69.3% | +13.2% |
| YTD | +113.9% | -7.8% | +121.7% | +118.4% |
| 1Y | +93.6% | +26.7% | +66.9% | +95.6% |
| 3Y | +170.2% | +825.4% | -655.1% | +159.1% |
| 5Y | +44.2% | +401.2% | -357.0% | +40.6% |
| All | +522.0% | +1,819.6% | -1,297.6% | +459.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling