+575.6%
APO vs PENG
+762.7%
-187.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -1.9% |
| 7D | -1.0% | +4.5% | -5.6% | -2.0% |
| 30D | +3.5% | -7.1% | +10.6% | +4.6% |
| 3M | +4.5% | -27.3% | +31.8% | +7.5% |
| 6M | +22.8% | +169.6% | -146.8% | -7.9% |
| YTD | -6.5% | +164.6% | -171.1% | -29.8% |
| 1Y | +0.8% | +109.5% | -108.6% | -21.0% |
| 3Y | +62.0% | +98.9% | -37.0% | +17.7% |
| 5Y | +138.2% | +116.3% | +22.0% | +64.4% |
| All | +575.6% | +762.7% | -187.0% | +297.5% |
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