+12.8%
APD vs PENG
+31.0%
-18.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -23.0% | +20.1% | -1.5% |
| 7D | -0.7% | -36.7% | +36.0% | +1.8% |
| 30D | +10.1% | -42.0% | +52.2% | +13.3% |
| 3M | +4.9% | -33.2% | +38.1% | +6.4% |
| 6M | +2.5% | +2.1% | +0.3% | -2.0% |
| YTD | +27.8% | +90.3% | -62.5% | +14.1% |
| 1Y | +32.9% | +67.7% | -34.8% | +20.0% |
| 3Y | +13.4% | +154.2% | -140.9% | -7.1% |
| 5Y | +12.8% | +28.3% | -15.5% | -8.7% |
| All | +12.8% | +31.0% | -18.2% | -8.7% |
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