+521.4%
APO vs PENG
+720.8%
-199.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.2% | -1.9% |
| 7D | +0.2% | +1.9% | -1.7% | -1.0% |
| 30D | +3.1% | -37.8% | +40.9% | +11.0% |
| 3M | -12.0% | -14.1% | +2.1% | -12.3% |
| 6M | -5.0% | +13.1% | -18.1% | -15.0% |
| YTD | -14.0% | +151.8% | -165.8% | -36.8% |
| 1Y | -5.9% | +136.0% | -141.9% | -30.0% |
| 3Y | +51.6% | +217.9% | -166.4% | -0.1% |
| 5Y | +80.8% | +64.1% | +16.7% | +28.3% |
| All | +521.4% | +720.8% | -199.4% | +258.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling