+127.3%
AGI vs PENG
+209.7%
-82.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | 0.0% |
| 7D | -10.1% | +13.2% | -23.3% | -11.2% |
| 30D | -6.5% | -29.9% | +23.4% | -4.1% |
| 3M | -12.8% | -22.2% | +9.4% | -11.9% |
| 6M | -34.3% | -1.9% | -32.4% | -36.8% |
| YTD | -25.6% | +142.1% | -167.7% | -36.8% |
| 1Y | -14.2% | +151.5% | -165.7% | -27.5% |
| 3Y | +127.3% | +206.9% | -79.7% | +92.2% |
| All | +127.3% | +209.7% | -82.5% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling