+95.5%
APA vs PENG
+120.3%
-24.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.3% | -6.7% | +3.8% |
| 7D | +5.1% | +1.9% | +3.2% | +5.1% |
| 30D | +0.3% | -37.8% | +38.1% | -1.8% |
| 3M | +15.6% | -14.1% | +29.7% | +15.6% |
| 6M | +28.9% | +13.1% | +15.8% | +35.6% |
| YTD | +96.6% | +151.8% | -55.2% | +113.5% |
| 1Y | +95.5% | +136.0% | -40.5% | +113.8% |
| All | +95.5% | +120.3% | -24.7% | +113.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling