+410.4%
AMP vs PENG
+689.3%
-278.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.6% | +2.1% |
| 7D | +3.9% | +13.2% | -9.3% | +1.4% |
| 30D | +5.1% | -29.9% | +35.0% | +10.1% |
| 3M | -8.7% | -22.2% | +13.6% | -7.4% |
| 6M | +11.4% | -1.9% | +13.3% | +2.5% |
| YTD | +7.3% | +142.1% | -134.8% | -20.5% |
| 1Y | +14.6% | +151.5% | -137.0% | -16.0% |
| 3Y | +61.2% | +206.9% | -145.7% | +4.9% |
| 5Y | +81.0% | +58.2% | +22.8% | +27.1% |
| All | +410.4% | +689.3% | -278.9% | +168.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling