+139.4%
AG vs PENG
+762.7%
-623.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.4% | -3.2% |
| 7D | +1.0% | +4.5% | -3.5% | +0.1% |
| 30D | +19.2% | -7.1% | +26.3% | +20.3% |
| 3M | +6.2% | -27.3% | +33.4% | +9.6% |
| 6M | -26.7% | +169.6% | -196.3% | -42.2% |
| YTD | +26.1% | +164.6% | -138.5% | -0.4% |
| 1Y | +131.7% | +109.5% | +22.2% | +89.6% |
| 3Y | +255.3% | +98.9% | +156.4% | +173.2% |
| 5Y | +61.9% | +116.3% | -54.3% | +17.5% |
| All | +139.4% | +762.7% | -623.3% | +34.8% |
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 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