+27.9%
APD vs PENG
+115.2%
-87.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -1.4% |
| 7D | -2.2% | +4.5% | -6.8% | -2.6% |
| 30D | +2.1% | -7.1% | +9.2% | +2.5% |
| 3M | +7.2% | -27.3% | +34.4% | +8.3% |
| 6M | +11.2% | +169.6% | -158.3% | -1.8% |
| YTD | +24.4% | +164.6% | -140.2% | +9.5% |
| 1Y | +6.7% | +109.5% | -102.8% | -4.2% |
| 3Y | +9.2% | +98.9% | -89.7% | -6.3% |
| All | +27.9% | +115.2% | -87.3% | +1.5% |
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