+73.2%
APA vs PENG
+56.2%
+17.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.3% | -9.4% | -1.2% |
| 7D | -8.7% | -3.8% | -5.0% | -8.8% |
| 30D | -2.4% | -40.1% | +37.7% | +2.2% |
| 3M | +19.0% | -21.8% | +40.8% | +20.0% |
| 6M | +26.8% | +3.3% | +23.5% | +19.3% |
| YTD | +87.3% | +133.6% | -46.3% | +50.9% |
| 1Y | +92.3% | +110.7% | -18.4% | +57.4% |
| 3Y | +37.3% | +204.3% | -167.0% | -0.5% |
| 5Y | +73.2% | +54.4% | +18.8% | +27.6% |
| All | +73.2% | +56.2% | +17.0% | +27.6% |
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