+55.8%
AG vs PENG
+689.3%
-633.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.0% | -1.4% |
| 7D | -10.0% | +13.2% | -23.2% | -12.1% |
| 30D | -10.5% | -29.9% | +19.4% | -5.8% |
| 3M | -27.3% | -22.2% | -5.0% | -25.7% |
| 6M | -43.0% | -1.9% | -41.1% | -46.0% |
| YTD | -17.9% | +142.1% | -160.0% | -35.5% |
| 1Y | +11.9% | +151.5% | -139.6% | -12.7% |
| 3Y | +201.8% | +206.9% | -5.1% | +118.3% |
| 5Y | -0.1% | +58.2% | -58.3% | -24.6% |
| All | +55.8% | +689.3% | -633.5% | -12.8% |
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