+213.9%
AGI vs PENG
+108.8%
+105.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -2.3% |
| 7D | +0.6% | +4.5% | -3.9% | +0.3% |
| 30D | +18.2% | -7.1% | +25.3% | +18.6% |
| 3M | -4.1% | -27.3% | +23.1% | -3.1% |
| 6M | -28.7% | +169.6% | -198.3% | -34.9% |
| YTD | -4.0% | +164.6% | -168.6% | -12.3% |
| 1Y | +17.4% | +109.5% | -92.1% | +8.0% |
| All | +213.9% | +108.8% | +105.1% | +181.7% |
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 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