-45.3%
APTV vs PENG
+689.3%
-734.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +1.1% |
| 7D | -1.7% | +13.2% | -15.0% | -4.7% |
| 30D | -11.6% | -29.9% | +18.3% | -6.4% |
| 3M | -21.2% | -22.2% | +1.0% | -19.8% |
| 6M | -28.5% | -1.9% | -26.6% | -34.4% |
| YTD | -49.1% | +142.1% | -191.2% | -63.9% |
| 1Y | -52.2% | +151.5% | -203.7% | -66.5% |
| 3Y | -48.6% | +206.9% | -255.6% | -68.5% |
| 5Y | -77.3% | +58.2% | -135.5% | -84.6% |
| All | -45.3% | +689.3% | -734.6% | -71.5% |
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