+82.5%
AJG vs PENG
+68.7%
+13.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.6% | -0.2% |
| 7D | -2.2% | +1.9% | -4.1% | -2.1% |
| 30D | +20.6% | -37.8% | +58.3% | +20.9% |
| 3M | +11.5% | -14.1% | +25.6% | +11.4% |
| 6M | +42.9% | +13.1% | +29.8% | +39.0% |
| YTD | +10.0% | +151.8% | -141.8% | +1.1% |
| 1Y | +11.9% | +136.0% | -124.1% | +3.2% |
| 3Y | +16.9% | +217.9% | -201.0% | +0.9% |
| 5Y | +82.5% | +64.1% | +18.4% | +63.0% |
| All | +82.5% | +68.7% | +13.9% | +63.0% |
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