+26.0%
AG vs PENG
+103.2%
-77.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.5% | -5.5% |
| 7D | +6.0% | -16.1% | +22.0% | +8.3% |
| 30D | -13.5% | -41.5% | +27.9% | -6.0% |
| 3M | -20.7% | -19.1% | -1.6% | -19.6% |
| 6M | -31.5% | +0.9% | -32.5% | -37.4% |
| YTD | -10.1% | +128.2% | -138.4% | -38.7% |
| 1Y | +26.0% | +98.6% | -72.6% | -9.6% |
| All | +26.0% | +103.2% | -77.2% | -9.6% |
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