+886.6%
AAPL vs PENG
+661.7%
+224.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -6.8% | +1.0% |
| 7D | +3.7% | -3.8% | +7.4% | +3.3% |
| 30D | +4.2% | -40.1% | +44.3% | +11.1% |
| 3M | +12.0% | -21.8% | +33.8% | +13.3% |
| 6M | +19.8% | +3.3% | +16.4% | +10.9% |
| YTD | +29.3% | +133.6% | -104.3% | +1.5% |
| 1Y | +31.1% | +110.7% | -79.6% | +4.5% |
| 3Y | +94.9% | +204.3% | -109.4% | +36.9% |
| 5Y | +138.1% | +54.4% | +83.7% | +78.4% |
| All | +886.6% | +661.7% | +224.9% | +469.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling