+109.4%
AAPL vs PENG
+115.2%
-5.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -3.4% |
| 7D | +0.1% | +4.5% | -4.5% | -0.6% |
| 30D | +3.0% | -7.1% | +10.1% | +3.7% |
| 3M | +2.9% | -27.3% | +30.2% | +4.8% |
| 6M | +22.1% | +169.6% | -147.5% | -4.0% |
| YTD | +18.0% | +164.6% | -146.6% | -7.5% |
| 1Y | +33.9% | +109.5% | -75.5% | +8.7% |
| 3Y | +71.2% | +98.9% | -27.8% | +29.1% |
| All | +109.4% | +115.2% | -5.9% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling