+54.1%
AIG vs PENG
+762.7%
-708.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.3% | -1.7% |
| 7D | -0.9% | +4.5% | -5.5% | -1.6% |
| 30D | -4.9% | -7.1% | +2.2% | -4.2% |
| 3M | +4.5% | -27.3% | +31.7% | +6.0% |
| 6M | -1.4% | +169.6% | -171.0% | -19.8% |
| YTD | -9.8% | +164.6% | -174.4% | -26.8% |
| 1Y | -4.5% | +109.5% | -114.0% | -20.2% |
| 3Y | +37.4% | +98.9% | -61.5% | +7.0% |
| 5Y | +55.0% | +116.3% | -61.3% | +13.7% |
| All | +54.1% | +762.7% | -708.6% | -4.1% |
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