+148.9%
AEP vs PENG
+597.2%
-448.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.6% | -0.4% |
| 7D | -2.8% | -19.4% | +16.6% | -2.6% |
| 30D | +3.6% | -42.4% | +46.0% | +4.4% |
| 3M | +1.8% | -25.6% | +27.4% | +2.0% |
| 6M | -3.1% | +7.3% | -10.4% | -4.0% |
| YTD | +12.2% | +113.9% | -101.6% | +9.4% |
| 1Y | +9.1% | +93.6% | -84.4% | +6.6% |
| 3Y | +77.9% | +170.2% | -92.3% | +69.8% |
| 5Y | +78.1% | +44.2% | +33.9% | +70.4% |
| All | +148.9% | +597.2% | -448.2% | +126.9% |
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