+61.4%
AMAT vs PENG
+120.5%
-59.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.1% | +5.8% | +0.6% |
| 7D | -11.2% | -20.5% | +9.3% | -2.7% |
| 30D | -31.9% | -20.4% | -11.5% | -26.7% |
| 3M | -32.3% | -16.4% | -15.9% | -29.7% |
| 6M | -5.4% | +49.2% | -54.6% | -23.7% |
| YTD | +44.3% | +147.2% | -102.9% | -7.7% |
| 1Y | +61.4% | +124.7% | -63.3% | +8.5% |
| All | +61.4% | +120.5% | -59.1% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling