+52.7%
AIG vs PENG
+107.7%
-55.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -1.6% | +7.8% | -9.4% | -2.1% |
| 30D | -5.2% | -12.2% | +7.0% | -4.5% |
| 3M | +1.5% | -20.6% | +22.1% | +1.8% |
| 6M | -3.9% | +180.9% | -184.9% | -16.8% |
| YTD | -11.6% | +162.3% | -173.9% | -23.2% |
| 1Y | -2.9% | +107.3% | -110.2% | -13.8% |
| 3Y | +33.7% | +110.8% | -77.0% | +11.6% |
| 5Y | +52.7% | +117.8% | -65.2% | +30.3% |
| All | +52.7% | +107.7% | -55.0% | +30.3% |
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