+51.9%
AIG vs PENG
+56.2%
-4.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -6.8% | +1.9% |
| 7D | -3.4% | -3.8% | +0.4% | -3.5% |
| 30D | +3.4% | -40.1% | +43.5% | +6.2% |
| 3M | +1.7% | -21.8% | +23.5% | +2.2% |
| 6M | +5.7% | +3.3% | +2.3% | +0.8% |
| YTD | -5.1% | +133.6% | -138.8% | -18.2% |
| 1Y | +6.1% | +110.7% | -104.6% | -7.6% |
| 3Y | +35.5% | +204.3% | -168.8% | +6.2% |
| 5Y | +51.9% | +54.4% | -2.4% | +25.6% |
| All | +51.9% | +56.2% | -4.3% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling