+82.7%
APO vs PENG
+50.3%
+32.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.9% |
| 7D | +8.1% | -16.1% | +24.2% | +10.9% |
| 30D | +3.4% | -41.5% | +44.9% | +13.1% |
| 3M | -6.6% | -19.1% | +12.5% | -5.8% |
| 6M | -7.1% | +0.9% | -8.0% | -16.3% |
| YTD | -14.1% | +128.2% | -142.4% | -38.9% |
| 1Y | -4.7% | +98.6% | -103.3% | -29.9% |
| 3Y | +51.3% | +188.2% | -136.9% | -7.4% |
| 5Y | +82.7% | +55.5% | +27.2% | +19.8% |
| All | +82.7% | +50.3% | +32.4% | +19.8% |
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