+140.4%
PENG vs ALM
+806.0%
-665.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -9.6% | -13.5% | -21.4% |
| 7D | -36.7% | -14.5% | -22.2% | -34.8% |
| 30D | -42.0% | -39.0% | -3.0% | -37.4% |
| 3M | -33.2% | -40.3% | +7.1% | -28.0% |
| 6M | +2.1% | -60.3% | +62.4% | +15.1% |
| YTD | +90.3% | -9.8% | +100.0% | +99.4% |
| 1Y | +67.7% | +30.8% | +36.9% | +70.3% |
| All | +140.4% | +806.0% | -665.5% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling