+430.9%
AJG vs PENG
+762.7%
-331.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -1.9% |
| 7D | -1.8% | +4.5% | -6.4% | -2.1% |
| 30D | +4.6% | -7.1% | +11.8% | +4.9% |
| 3M | +24.9% | -27.3% | +52.2% | +25.7% |
| 6M | +17.2% | +169.6% | -152.4% | +5.0% |
| YTD | +2.2% | +164.6% | -162.5% | -8.6% |
| 1Y | -11.5% | +109.5% | -121.0% | -19.6% |
| 3Y | +16.7% | +98.9% | -82.2% | +2.1% |
| 5Y | +89.6% | +116.3% | -26.6% | +60.5% |
| All | +430.9% | +762.7% | -331.7% | +314.8% |
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 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