+23.9%
APA vs PENG
+153.0%
-129.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -23.0% | +20.7% | -0.6% |
| 7D | -15.6% | -36.7% | +21.1% | -13.0% |
| 30D | -0.9% | -42.0% | +41.1% | +2.5% |
| 3M | +26.1% | -33.2% | +59.3% | +28.3% |
| 6M | +6.1% | +2.1% | +4.0% | -0.5% |
| YTD | +82.8% | +90.3% | -7.4% | +52.7% |
| 1Y | +106.5% | +67.7% | +38.8% | +76.1% |
| All | +23.9% | +153.0% | -129.1% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling