+131.7%
AG vs PENG
+118.5%
+13.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.4% | -3.0% |
| 7D | +1.0% | +4.5% | -3.5% | +0.2% |
| 30D | +19.2% | -7.1% | +26.3% | +20.1% |
| 3M | +6.2% | -27.3% | +33.4% | +9.9% |
| 6M | -26.7% | +169.6% | -196.3% | -45.7% |
| YTD | +26.1% | +164.6% | -138.5% | -6.3% |
| 1Y | +131.7% | +109.5% | +22.2% | +61.0% |
| All | +131.7% | +118.5% | +13.2% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling