-35.9%
APP vs PENG
+118.5%
-154.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.2% | +1.7% |
| 7D | +0.9% | +4.5% | -3.7% | +0.5% |
| 30D | -23.3% | -7.1% | -16.2% | -22.9% |
| 3M | -42.6% | -27.3% | -15.4% | -41.8% |
| 6M | -33.6% | +169.6% | -203.2% | -47.5% |
| YTD | -52.4% | +164.6% | -217.0% | -62.8% |
| 1Y | -35.9% | +109.5% | -145.4% | -50.9% |
| All | -35.9% | +118.5% | -154.4% | -50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling