-68.8%
AAOX vs PENG
+192.8%
-261.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +6.4% | +4.1% | +1.9% |
| 7D | -2.5% | +4.5% | -7.1% | -8.1% |
| 30D | -41.1% | -7.1% | -34.0% | -31.4% |
| 3M | -84.7% | -27.3% | -57.4% | -74.4% |
| All | -68.8% | +192.8% | -261.5% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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 · Available span rolling