-17.9%
AMT vs PENG
+31.0%
-48.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -23.0% | +22.6% | +0.2% |
| 7D | +4.4% | -36.7% | +41.1% | +5.7% |
| 30D | +17.7% | -42.0% | +59.8% | +19.4% |
| 3M | +16.7% | -33.2% | +49.9% | +17.6% |
| 6M | +11.1% | +2.1% | +9.0% | +7.4% |
| YTD | +13.9% | +90.3% | -76.4% | +4.8% |
| 1Y | +12.5% | +67.7% | -55.1% | +4.3% |
| 3Y | +13.2% | +154.2% | -141.1% | -4.9% |
| 5Y | -17.9% | +28.3% | -46.2% | -27.9% |
| All | -17.9% | +31.0% | -48.9% | -27.9% |
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