+528.8%
APP vs PENG
+63.4%
+465.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.3% | -4.5% | +2.5% |
| 7D | +79.2% | -3.8% | +82.9% | +76.0% |
| 30D | +48.0% | -40.1% | +88.1% | +64.6% |
| 3M | +18.2% | -21.8% | +40.0% | +19.4% |
| 6M | -12.5% | +3.3% | -15.8% | -25.7% |
| YTD | -39.2% | +133.6% | -172.8% | -63.3% |
| 1Y | -33.9% | +110.7% | -144.6% | -58.5% |
| 3Y | +933.3% | +204.3% | +729.0% | +403.5% |
| 5Y | +295.9% | +54.4% | +241.5% | +122.2% |
| All | +528.8% | +63.4% | +465.4% | +224.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling