-1.1%
AGG vs PENG
+42.1%
-43.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.4% | -12.5% | -0.2% |
| 7D | +0.2% | -19.4% | +19.6% | +0.3% |
| 30D | +2.4% | -42.4% | +44.8% | +2.8% |
| 3M | -0.2% | -25.6% | +25.4% | -0.1% |
| 6M | -1.0% | +7.3% | -8.3% | -1.4% |
| YTD | -0.4% | +113.9% | -114.2% | -1.5% |
| 1Y | -0.1% | +93.6% | -93.6% | -1.2% |
| 3Y | +15.3% | +170.2% | -155.0% | +13.1% |
| All | -1.1% | +42.1% | -43.2% | -3.7% |
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