-99.4%
AMC vs PENG
+115.2%
-214.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.4% | -2.1% | +2.7% |
| 7D | +2.3% | +4.5% | -2.2% | +1.2% |
| 30D | -0.7% | -7.1% | +6.4% | +0.6% |
| 3M | +35.2% | -27.3% | +62.5% | +38.5% |
| 6M | +124.6% | +169.6% | -45.0% | +48.2% |
| YTD | +69.9% | +164.6% | -94.7% | +11.4% |
| 1Y | -2.6% | +109.5% | -112.0% | -32.3% |
| 3Y | -79.8% | +98.9% | -178.7% | -87.7% |
| All | -99.4% | +115.2% | -214.7% | -99.7% |
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