+283.5%
APH vs PENG
+228.7%
+54.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.1% | +2.9% | -4.0% |
| 7D | -2.4% | -20.5% | +18.1% | +2.7% |
| 30D | -9.5% | -20.4% | +10.9% | -5.4% |
| 3M | -7.6% | -16.4% | +8.8% | -5.2% |
| 6M | +12.4% | +49.2% | -36.8% | -3.8% |
| YTD | +17.5% | +147.2% | -129.7% | -13.4% |
| 1Y | +16.4% | +124.7% | -108.3% | -12.3% |
| All | +283.5% | +228.7% | +54.8% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling