+43.6%
PENG vs ALM
+396.4%
-352.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.1% | +10.2% | +12.2% |
| 7D | -19.4% | -6.7% | -12.8% | -18.8% |
| 30D | -42.4% | -32.9% | -9.5% | -40.5% |
| 3M | -25.6% | -39.5% | +13.8% | -22.8% |
| 6M | +7.3% | -62.0% | +69.3% | +13.4% |
| YTD | +113.9% | -7.8% | +121.7% | +123.8% |
| 1Y | +93.6% | +26.7% | +66.9% | +102.4% |
| 3Y | +170.2% | +825.4% | -655.1% | +219.5% |
| All | +43.6% | +396.4% | -352.8% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling