+11.6%
APA vs PENG
+520.3%
-508.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -23.0% | +20.7% | +1.8% |
| 7D | -15.6% | -36.7% | +21.1% | -9.3% |
| 30D | -0.9% | -42.0% | +41.1% | +7.2% |
| 3M | +26.1% | -33.2% | +59.3% | +31.4% |
| 6M | +6.1% | +2.1% | +4.0% | -3.4% |
| YTD | +82.8% | +90.3% | -7.4% | +42.3% |
| 1Y | +106.5% | +67.7% | +38.8% | +64.6% |
| 3Y | +21.9% | +154.2% | -132.3% | -17.2% |
| 5Y | +69.7% | +28.3% | +41.4% | +24.4% |
| All | +11.6% | +520.3% | -508.8% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling