+143.3%
AAPL vs PENG
+56.5%
+86.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.1% |
| 7D | +4.1% | +13.2% | -9.1% | +2.3% |
| 30D | +4.0% | -29.9% | +33.9% | +7.8% |
| 3M | +16.8% | -22.2% | +39.0% | +18.1% |
| 6M | +19.4% | -1.9% | +21.3% | +11.5% |
| YTD | +31.5% | +142.1% | -110.6% | +1.5% |
| 1Y | +31.0% | +151.5% | -120.5% | +0.1% |
| 3Y | +95.3% | +206.9% | -111.6% | +32.0% |
| All | +143.3% | +56.5% | +86.8% | +74.4% |
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