+431.2%
AGI vs PENG
+597.2%
-166.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.4% | -10.0% | +1.2% |
| 7D | +16.0% | -19.4% | +35.4% | +17.6% |
| 30D | +1.0% | -42.4% | +43.3% | +5.7% |
| 3M | +2.5% | -25.6% | +28.1% | +4.0% |
| 6M | -24.0% | +7.3% | -31.3% | -27.4% |
| YTD | -17.2% | +113.9% | -131.1% | -27.1% |
| 1Y | +4.9% | +93.6% | -88.7% | -6.8% |
| 3Y | +142.6% | +170.2% | -27.6% | +101.9% |
| 5Y | +315.2% | +44.2% | +271.0% | +251.9% |
| All | +431.2% | +597.2% | -166.0% | +267.7% |
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 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