-47.0%
APTV vs PENG
+184.4%
-231.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +12.4% | -15.8% | -5.3% |
| 7D | -10.2% | -19.4% | +9.2% | -8.1% |
| 30D | -10.8% | -42.4% | +31.6% | -4.3% |
| 3M | -14.8% | -25.6% | +10.8% | -13.2% |
| 6M | -30.6% | +7.3% | -37.8% | -36.4% |
| YTD | -48.2% | +113.9% | -162.0% | -59.7% |
| 1Y | -52.0% | +93.6% | -145.5% | -61.9% |
| 3Y | -47.0% | +170.2% | -217.2% | -68.4% |
| All | -47.0% | +184.4% | -231.4% | -68.4% |
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