+19.9%
APA vs PENG
+720.8%
-700.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.3% | -6.7% | +1.8% |
| 7D | +5.1% | +1.9% | +3.2% | +3.9% |
| 30D | +0.3% | -37.8% | +38.1% | +7.2% |
| 3M | +15.6% | -14.1% | +29.7% | +15.3% |
| 6M | +28.9% | +13.1% | +15.8% | +16.2% |
| YTD | +96.6% | +151.8% | -55.2% | +45.3% |
| 1Y | +95.5% | +136.0% | -40.5% | +46.2% |
| 3Y | +41.8% | +217.9% | -176.1% | -7.2% |
| 5Y | +85.4% | +64.1% | +21.3% | +30.3% |
| All | +19.9% | +720.8% | -700.9% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling