-19.1%
AJG vs PENG
+98.5%
-117.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.5% | -0.7% |
| 7D | -8.3% | -1.2% | -7.1% | -8.3% |
| 30D | -5.7% | -12.9% | +7.2% | -6.6% |
| 3M | +9.1% | -20.5% | +29.6% | +8.6% |
| 6M | +15.2% | +176.8% | -161.6% | +17.0% |
| YTD | -6.3% | +161.6% | -167.8% | -4.7% |
| 1Y | -19.1% | +95.6% | -114.8% | -17.8% |
| All | -19.1% | +98.5% | -117.6% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling