+67.0%
APO vs PENG
+42.1%
+24.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -2.9% |
| 7D | +0.8% | -19.4% | +20.2% | +3.8% |
| 30D | +1.0% | -42.4% | +43.4% | +10.8% |
| 3M | -8.4% | -25.6% | +17.3% | -6.1% |
| 6M | -9.1% | +7.3% | -16.4% | -19.9% |
| YTD | -18.3% | +113.9% | -132.2% | -41.2% |
| 1Y | -8.0% | +93.6% | -101.6% | -32.2% |
| 3Y | +47.1% | +170.2% | -123.2% | -8.9% |
| All | +67.0% | +42.1% | +24.8% | +10.7% |
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