+229.4%
AG vs PENG
+184.4%
+45.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.4% | -10.6% | -0.8% |
| 7D | +6.3% | -19.4% | +25.8% | +9.8% |
| 30D | -8.9% | -42.4% | +33.4% | +0.8% |
| 3M | -12.2% | -25.6% | +13.5% | -9.3% |
| 6M | -28.3% | +7.3% | -35.6% | -35.8% |
| YTD | -8.8% | +113.9% | -122.7% | -33.5% |
| 1Y | +39.4% | +93.6% | -54.2% | +3.9% |
| 3Y | +229.4% | +170.2% | +59.2% | +97.8% |
| All | +229.4% | +184.4% | +45.1% | +97.8% |
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 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