+492.7%
APO vs PENG
+520.3%
-27.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -23.0% | +18.5% | +0.1% |
| 7D | -1.1% | -36.7% | +35.6% | +6.9% |
| 30D | +1.1% | -42.0% | +43.2% | +10.3% |
| 3M | -9.2% | -33.2% | +24.0% | -4.8% |
| 6M | -9.2% | +2.1% | -11.4% | -17.5% |
| YTD | -18.0% | +90.3% | -108.3% | -36.1% |
| 1Y | -10.9% | +67.7% | -78.5% | -28.8% |
| 3Y | +44.4% | +154.2% | -109.8% | -0.4% |
| 5Y | +67.9% | +28.3% | +39.6% | +25.5% |
| All | +492.7% | +520.3% | -27.6% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling