+863.2%
AAPL vs PENG
+597.2%
+266.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.4% | -12.9% | -2.4% |
| 7D | -0.7% | -19.4% | +18.8% | +1.7% |
| 30D | +1.7% | -42.4% | +44.1% | +9.0% |
| 3M | +9.7% | -25.6% | +35.3% | +11.8% |
| 6M | +19.3% | +7.3% | +12.0% | +9.3% |
| YTD | +26.3% | +113.9% | -87.6% | +0.5% |
| 1Y | +27.4% | +93.6% | -66.2% | +2.9% |
| 3Y | +93.6% | +170.2% | -76.6% | +38.7% |
| 5Y | +131.7% | +44.2% | +87.5% | +75.5% |
| All | +863.2% | +597.2% | +266.0% | +463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling