+15.6%
AGG vs PENG
+751.0%
-735.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | -0.2% | +7.3% | -7.5% | -0.2% |
| 30D | -0.2% | -7.5% | +7.2% | -0.2% |
| 3M | -0.7% | -17.2% | +16.5% | -0.7% |
| 6M | -1.8% | +176.7% | -178.5% | -2.7% |
| YTD | -0.6% | +161.0% | -161.6% | -1.5% |
| 1Y | +0.4% | +108.8% | -108.5% | -0.4% |
| 3Y | +13.2% | +109.8% | -96.6% | +11.9% |
| 5Y | -2.0% | +111.7% | -113.7% | -3.4% |
| All | +15.6% | +751.0% | -735.4% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling