-94.4%
AAOX vs PENG
+158.5%
-252.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +9.3% | -0.3% | -3.7% |
| 7D | -35.9% | -3.8% | -32.1% | -27.9% |
| 30D | -81.6% | -40.1% | -41.5% | -58.0% |
| 3M | -90.3% | -21.8% | -68.6% | -84.2% |
| 6M | -95.7% | +3.3% | -99.0% | -95.4% |
| All | -94.4% | +158.5% | -252.9% | -99.0% |
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 · 6 months rolling