+33.9%
AAPL vs PENG
+118.5%
-84.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -2.6% |
| 7D | +0.1% | +4.5% | -4.5% | 0.0% |
| 30D | +3.0% | -7.1% | +10.1% | +3.1% |
| 3M | +2.9% | -27.3% | +30.2% | +3.4% |
| 6M | +22.1% | +169.6% | -147.5% | +11.6% |
| YTD | +18.0% | +164.6% | -146.6% | +7.8% |
| 1Y | +33.9% | +109.5% | -75.5% | +24.0% |
| All | +33.9% | +118.5% | -84.6% | +24.0% |
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