+803.3%
APP vs PENG
+153.0%
+650.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -23.0% | +54.1% | +34.4% |
| 7D | +39.7% | -36.7% | +76.4% | +48.6% |
| 30D | +27.7% | -42.0% | +69.8% | +37.1% |
| 3M | -14.8% | -33.2% | +18.4% | -12.3% |
| 6M | -25.5% | +2.1% | -27.6% | -37.1% |
| YTD | -47.2% | +90.3% | -137.4% | -64.9% |
| 1Y | -42.3% | +67.7% | -109.9% | -59.9% |
| All | +803.3% | +153.0% | +650.3% | +347.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling