+0.3%
AGI vs PENG
+120.5%
-120.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -9.1% | +19.9% | +11.6% |
| 7D | -5.3% | -20.5% | +15.2% | -3.2% |
| 30D | -7.1% | -20.4% | +13.2% | -5.5% |
| 3M | +4.4% | -16.4% | +20.8% | +5.2% |
| 6M | -23.0% | +49.2% | -72.2% | -33.4% |
| YTD | -22.0% | +147.2% | -169.2% | -42.1% |
| 1Y | +0.3% | +124.7% | -124.4% | -24.1% |
| All | +0.3% | +120.5% | -120.2% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling