+16.6%
AME vs PENG
+88.9%
-72.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.4% | -9.8% | +0.9% |
| 7D | -5.2% | -19.4% | +14.3% | -2.9% |
| 30D | -8.0% | -42.4% | +34.4% | -2.5% |
| 3M | -8.9% | -25.6% | +16.7% | -6.8% |
| 6M | -5.0% | +7.3% | -12.3% | -9.7% |
| YTD | +11.9% | +113.9% | -102.0% | -5.5% |
| 1Y | +16.6% | +93.6% | -76.9% | -0.5% |
| All | +16.6% | +88.9% | -72.3% | -0.5% |
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