-94.8%
AAOX vs PENG
+136.6%
-231.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +12.4% | +0.2% | -4.3% |
| 7D | -52.9% | -19.4% | -33.4% | -31.6% |
| 30D | -86.9% | -42.4% | -44.5% | -68.2% |
| 3M | -89.6% | -25.6% | -64.0% | -81.7% |
| 6M | -97.3% | +7.3% | -104.6% | -97.5% |
| All | -94.8% | +136.6% | -231.4% | -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 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