+443.8%
AGI vs PENG
+661.7%
-217.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -6.9% | +1.5% |
| 7D | +17.4% | -3.8% | +21.2% | +16.9% |
| 30D | -0.9% | -40.1% | +39.1% | +3.3% |
| 3M | -1.6% | -21.8% | +20.2% | -0.6% |
| 6M | -24.7% | +3.3% | -28.0% | -27.7% |
| YTD | -15.3% | +133.6% | -148.9% | -26.0% |
| 1Y | +5.5% | +110.7% | -105.2% | -7.0% |
| 3Y | +154.5% | +204.3% | -49.8% | +109.3% |
| 5Y | +310.6% | +54.4% | +256.3% | +245.8% |
| All | +443.8% | +661.7% | -217.8% | +273.2% |
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