+292.6%
APP vs PENG
+42.1%
+250.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +12.4% | -2.5% | +6.7% |
| 7D | +71.2% | -19.4% | +90.7% | +76.2% |
| 30D | +39.1% | -42.4% | +81.5% | +56.4% |
| 3M | +16.5% | -25.6% | +42.2% | +18.9% |
| 6M | -16.6% | +7.3% | -23.8% | -32.3% |
| YTD | -41.9% | +113.9% | -155.8% | -65.5% |
| 1Y | -37.0% | +93.6% | -130.6% | -61.0% |
| 3Y | +892.4% | +170.2% | +722.2% | +367.2% |
| All | +292.6% | +42.1% | +250.5% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling