+29.7%
AAPL vs PENG
+103.2%
-73.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | +5.0% | -16.1% | +21.1% | +5.2% |
| 30D | +3.5% | -41.5% | +45.0% | +4.4% |
| 3M | +13.1% | -19.1% | +32.2% | +13.0% |
| 6M | +19.0% | +0.9% | +18.1% | +14.2% |
| YTD | +28.5% | +128.2% | -99.7% | +15.0% |
| 1Y | +29.7% | +98.6% | -68.9% | +16.1% |
| All | +29.7% | +103.2% | -73.5% | +16.1% |
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 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