+122.9%
APH vs PENG
+115.2%
+7.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.5% | -53.2% | -48.9% |
| 7D | -48.7% | -1.3% | -47.4% | -49.1% |
| 30D | -51.9% | -7.1% | -44.8% | -51.8% |
| 3M | -43.6% | -27.3% | -16.3% | -41.7% |
| 6M | -37.5% | +169.6% | -207.1% | -53.6% |
| YTD | -38.6% | +164.6% | -203.3% | -54.4% |
| 1Y | -26.3% | +109.5% | -135.8% | -42.7% |
| 3Y | +89.2% | +98.9% | -9.7% | +36.9% |
| All | +122.9% | +115.2% | +7.7% | +57.1% |
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