+289.2%
AME vs PENG
+520.3%
-231.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -23.0% | +17.1% | -2.4% |
| 7D | -11.4% | -36.7% | +25.3% | -5.5% |
| 30D | -12.1% | -42.0% | +29.9% | -5.5% |
| 3M | -12.3% | -33.2% | +20.9% | -8.3% |
| 6M | -4.6% | +2.1% | -6.8% | -9.4% |
| YTD | +9.1% | +90.3% | -81.2% | -7.1% |
| 1Y | +13.3% | +67.7% | -54.4% | -1.8% |
| 3Y | +58.2% | +154.2% | -96.1% | +21.7% |
| 5Y | +63.4% | +28.3% | +35.1% | +32.8% |
| All | +289.2% | +520.3% | -231.1% | +157.3% |
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 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