+226.6%
AG vs PENG
+222.1%
+4.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.3% | -11.5% | -3.3% |
| 7D | -4.0% | +1.9% | -5.9% | -5.2% |
| 30D | -13.1% | -37.8% | +24.7% | -5.3% |
| 3M | -22.0% | -14.1% | -7.9% | -21.9% |
| 6M | -37.3% | +13.1% | -50.4% | -44.0% |
| YTD | -11.2% | +151.8% | -163.0% | -37.5% |
| 1Y | +23.9% | +136.0% | -112.0% | -11.6% |
| All | +226.6% | +222.1% | +4.5% | +92.5% |
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 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