+151.5%
PENG vs ALM
+19.0%
+132.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +7.7% | -13.2% | -7.9% |
| 7D | +13.2% | +1.2% | +12.0% | +12.4% |
| 30D | -29.9% | -19.3% | -10.6% | -25.0% |
| 3M | -22.2% | -40.6% | +18.4% | -11.1% |
| 6M | -1.9% | -57.9% | +56.0% | +20.5% |
| YTD | +142.1% | -6.7% | +148.8% | +168.9% |
| 1Y | +151.5% | +20.2% | +131.3% | +170.0% |
| All | +151.5% | +19.0% | +132.6% | +170.0% |
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