-94.4%
AAOX vs PENG
+183.4%
-277.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.7% | -12.7% | -13.4% |
| 7D | +22.0% | +34.6% | -12.6% | -17.5% |
| 30D | -76.8% | -35.9% | -40.9% | -50.3% |
| 3M | -90.7% | -14.7% | -76.0% | -86.3% |
| 6M | -97.2% | +13.5% | -110.7% | -97.3% |
| All | -94.4% | +183.4% | -277.8% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling