+14.5%
APA vs PENG
+597.2%
-582.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.7% | +0.5% |
| 7D | -15.5% | -19.4% | +3.9% | -12.9% |
| 30D | +2.4% | -42.4% | +44.8% | +11.0% |
| 3M | +22.8% | -25.6% | +48.4% | +25.5% |
| 6M | +17.9% | +7.3% | +10.7% | +6.8% |
| YTD | +87.7% | +113.9% | -26.2% | +43.0% |
| 1Y | +94.2% | +93.6% | +0.6% | +50.7% |
| 3Y | +27.2% | +170.2% | -143.0% | -14.3% |
| 5Y | +74.1% | +44.2% | +30.0% | +25.0% |
| All | +14.5% | +597.2% | -582.7% | -31.9% |
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 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