+453.5%
PENG vs ALM
+1,779.4%
-1,326.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -9.6% | -13.5% | -22.4% |
| 7D | -36.7% | -14.5% | -22.2% | -35.9% |
| 30D | -42.0% | -39.0% | -3.0% | -40.1% |
| 3M | -33.2% | -40.3% | +7.1% | -31.0% |
| 6M | +2.1% | -60.3% | +62.4% | +7.6% |
| YTD | +90.3% | -9.8% | +100.0% | +94.6% |
| 1Y | +67.7% | +30.8% | +36.9% | +69.3% |
| 3Y | +154.2% | +772.4% | -618.2% | +144.2% |
| 5Y | +28.3% | +390.7% | -362.4% | +25.3% |
| All | +453.5% | +1,779.4% | -1,326.0% | +398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling