+64.7%
AME vs PENG
+191.6%
-127.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.3% | -5.1% | +2.9% |
| 7D | -1.5% | -3.8% | +2.3% | -1.4% |
| 30D | -4.2% | -40.1% | +35.9% | +1.2% |
| 3M | -5.9% | -21.8% | +15.8% | -4.4% |
| 6M | +2.8% | +3.3% | -0.5% | -1.4% |
| YTD | +16.6% | +133.6% | -117.1% | -0.9% |
| 1Y | +22.1% | +110.7% | -88.6% | +5.0% |
| 3Y | +64.7% | +204.3% | -139.6% | +28.3% |
| All | +64.7% | +191.6% | -127.0% | +28.3% |
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