-71.9%
AMC vs PENG
+153.0%
-224.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -23.0% | +10.5% | -9.4% |
| 7D | 0.0% | -36.7% | +36.7% | +5.6% |
| 30D | +4.4% | -42.0% | +46.4% | +11.1% |
| 3M | +15.4% | -33.2% | +48.6% | +20.0% |
| 6M | +93.7% | +2.1% | +91.6% | +77.0% |
| YTD | +97.4% | +90.3% | +7.1% | +58.2% |
| 1Y | +23.2% | +67.7% | -44.5% | +0.8% |
| All | -71.9% | +153.0% | -224.9% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling