+27.2%
APA vs PENG
+184.4%
-157.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.7% | +1.7% |
| 7D | -15.5% | -19.4% | +3.9% | -14.4% |
| 30D | +2.4% | -42.4% | +44.8% | +5.9% |
| 3M | +22.8% | -25.6% | +48.4% | +24.0% |
| 6M | +17.9% | +7.3% | +10.7% | +10.8% |
| YTD | +87.7% | +113.9% | -26.2% | +55.3% |
| 1Y | +94.2% | +93.6% | +0.6% | +63.3% |
| 3Y | +27.2% | +170.2% | -143.0% | -9.0% |
| All | +27.2% | +184.4% | -157.2% | -9.0% |
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