+391.1%
AMP vs PENG
+597.2%
-206.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.4% | -13.9% | -3.8% |
| 7D | +2.2% | -19.4% | +21.6% | +5.1% |
| 30D | +2.2% | -42.4% | +44.6% | +10.9% |
| 3M | -10.4% | -25.6% | +15.2% | -8.5% |
| 6M | +5.8% | +7.3% | -1.4% | -5.1% |
| YTD | +3.3% | +113.9% | -110.6% | -21.7% |
| 1Y | +11.1% | +93.6% | -82.5% | -14.2% |
| 3Y | +56.0% | +170.2% | -114.2% | +4.1% |
| 5Y | +76.1% | +44.2% | +31.9% | +25.6% |
| All | +391.1% | +597.2% | -206.1% | +164.3% |
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