+107.8%
PENG vs ALM
+951.0%
-843.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.5% | +7.9% | +6.5% |
| 7D | +4.5% | -2.6% | +7.1% | +4.7% |
| 30D | -7.1% | +32.0% | -39.1% | -8.9% |
| 3M | -27.3% | -15.0% | -12.2% | -27.2% |
| 6M | +169.6% | -10.1% | +179.7% | +168.0% |
| YTD | +164.6% | +99.4% | +65.2% | +161.6% |
| 1Y | +109.5% | +316.4% | -206.9% | +106.8% |
| 3Y | +98.9% | +2,022.0% | -1,923.1% | +130.1% |
| All | +107.8% | +951.0% | -843.2% | +145.9% |
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