+516.3%
AGI vs PENG
+762.7%
-246.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -2.6% |
| 7D | +0.6% | +4.5% | -3.9% | +0.1% |
| 30D | +18.2% | -7.1% | +25.3% | +18.8% |
| 3M | -4.1% | -27.3% | +23.1% | -2.6% |
| 6M | -28.7% | +169.6% | -198.3% | -37.7% |
| YTD | -4.0% | +164.6% | -168.6% | -16.1% |
| 1Y | +17.4% | +109.5% | -92.1% | +4.6% |
| 3Y | +203.0% | +98.9% | +104.1% | +159.1% |
| 5Y | +376.7% | +116.3% | +260.4% | +290.5% |
| All | +516.3% | +762.7% | -246.4% | +323.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling