+379.8%
AGI vs PENG
+735.0%
-355.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.3% |
| 7D | -7.5% | +34.6% | -42.1% | -10.3% |
| 30D | -9.9% | -35.9% | +26.1% | -6.7% |
| 3M | -14.2% | -14.7% | +0.5% | -14.1% |
| 6M | -35.2% | +13.5% | -48.7% | -38.4% |
| YTD | -25.2% | +156.1% | -181.4% | -35.4% |
| 1Y | -14.3% | +141.3% | -155.7% | -25.5% |
| 3Y | +127.7% | +223.4% | -95.8% | +86.0% |
| 5Y | +243.4% | +67.4% | +176.0% | +186.9% |
| All | +379.8% | +735.0% | -355.2% | +226.1% |
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 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