+154.8%
APA vs PENG
+115.2%
+39.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -4.0% |
| 7D | +0.5% | +4.5% | -4.0% | -0.1% |
| 30D | +23.4% | -7.1% | +30.5% | +24.0% |
| 3M | +12.7% | -27.3% | +40.0% | +14.6% |
| 6M | +39.4% | +169.6% | -130.2% | +12.3% |
| YTD | +79.0% | +164.6% | -85.7% | +43.8% |
| 1Y | +88.8% | +109.5% | -20.6% | +57.4% |
| 3Y | +6.4% | +98.9% | -92.6% | -17.1% |
| All | +154.8% | +115.2% | +39.6% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling