+73.0%
AG vs PENG
+597.2%
-524.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.4% | -10.6% | -0.5% |
| 7D | +6.3% | -19.4% | +25.8% | +9.4% |
| 30D | -8.9% | -42.4% | +33.4% | -0.6% |
| 3M | -12.2% | -25.6% | +13.5% | -9.5% |
| 6M | -28.3% | +7.3% | -35.6% | -33.4% |
| YTD | -8.8% | +113.9% | -122.7% | -26.6% |
| 1Y | +39.4% | +93.6% | -54.2% | +14.1% |
| 3Y | +229.4% | +170.2% | +59.2% | +144.2% |
| 5Y | +14.5% | +44.2% | -29.6% | -12.0% |
| All | +73.0% | +597.2% | -524.1% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling