+500.0%
APP vs PENG
+49.6%
+450.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +12.4% | -2.5% | +6.8% |
| 7D | +71.2% | -19.4% | +90.7% | +76.0% |
| 30D | +39.1% | -42.4% | +81.5% | +55.7% |
| 3M | +16.5% | -25.6% | +42.2% | +18.9% |
| 6M | -16.6% | +7.3% | -23.8% | -31.3% |
| YTD | -41.9% | +113.9% | -155.8% | -64.2% |
| 1Y | -37.0% | +93.6% | -130.6% | -59.7% |
| 3Y | +892.4% | +170.2% | +722.2% | +400.4% |
| 5Y | +297.3% | +44.2% | +253.1% | +127.3% |
| All | +500.0% | +49.6% | +450.5% | +216.1% |
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