+524.1%
APO vs PENG
+689.3%
-165.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +2.8% |
| 7D | +5.8% | +13.2% | -7.5% | +3.0% |
| 30D | +8.9% | -29.9% | +38.8% | +14.5% |
| 3M | -13.6% | -22.2% | +8.6% | -12.2% |
| 6M | -5.4% | -1.9% | -3.5% | -12.6% |
| YTD | -13.6% | +142.1% | -155.8% | -36.1% |
| 1Y | -2.5% | +151.5% | -154.0% | -28.6% |
| 3Y | +50.9% | +206.9% | -156.1% | +0.1% |
| 5Y | +81.4% | +58.2% | +23.2% | +29.6% |
| All | +524.1% | +689.3% | -165.3% | +262.2% |
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