+11.1%
AG vs PENG
+42.1%
-31.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.4% | -10.6% | -0.4% |
| 7D | +6.3% | -19.4% | +25.8% | +9.3% |
| 30D | -8.9% | -42.4% | +33.4% | -0.6% |
| 3M | -12.2% | -25.6% | +13.5% | -9.6% |
| 6M | -28.3% | +7.3% | -35.6% | -33.7% |
| YTD | -8.8% | +113.9% | -122.7% | -27.5% |
| 1Y | +39.4% | +93.6% | -54.2% | +12.7% |
| 3Y | +229.4% | +170.2% | +59.2% | +144.4% |
| All | +11.1% | +42.1% | -31.0% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling