+75.1%
AMP vs PENG
+42.1%
+33.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.4% | -13.9% | -3.1% |
| 7D | +2.2% | -19.4% | +21.6% | +4.3% |
| 30D | +2.2% | -42.4% | +44.6% | +8.5% |
| 3M | -10.4% | -25.6% | +15.2% | -9.0% |
| 6M | +5.8% | +7.3% | -1.4% | -4.0% |
| YTD | +3.3% | +113.9% | -110.6% | -19.3% |
| 1Y | +11.1% | +93.6% | -82.5% | -11.7% |
| 3Y | +56.0% | +170.2% | -114.2% | +7.5% |
| All | +75.1% | +42.1% | +33.0% | +23.9% |
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