+268.0%
APH vs PENG
+31.0%
+237.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -23.0% | +13.7% | -3.9% |
| 7D | -12.7% | -36.7% | +24.0% | -3.4% |
| 30D | -19.2% | -42.0% | +22.9% | -9.3% |
| 3M | -16.7% | -33.2% | +16.5% | -10.1% |
| 6M | +5.1% | +2.1% | +3.0% | -1.1% |
| YTD | +6.6% | +90.3% | -83.7% | -15.3% |
| 1Y | +3.9% | +67.7% | -63.8% | -15.1% |
| 3Y | +246.0% | +154.2% | +91.8% | +142.3% |
| 5Y | +268.0% | +28.3% | +239.7% | +172.7% |
| All | +268.0% | +31.0% | +237.0% | +172.7% |
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