-89.0%
AAOX vs PENG
-13.1%
-75.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.3% | +10.3% | +21.0% | +15.7% |
| 7D | -20.1% | +1.9% | -22.0% | -14.9% |
| 30D | -75.5% | -37.8% | -37.7% | -45.3% |
| 3M | -89.0% | -14.1% | -74.9% | -83.1% |
| All | -89.0% | -13.1% | -75.8% | -83.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling