+188.9%
AMAT vs PENG
+118.5%
+70.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.4% | -2.1% | +1.5% |
| 7D | -1.5% | +4.5% | -6.1% | -3.4% |
| 30D | -14.8% | -7.1% | -7.7% | -12.7% |
| 3M | -9.3% | -27.3% | +18.0% | -0.2% |
| 6M | +27.4% | +169.6% | -142.2% | -14.1% |
| YTD | +77.6% | +164.6% | -87.1% | +19.2% |
| 1Y | +188.9% | +109.5% | +79.5% | +97.6% |
| All | +188.9% | +118.5% | +70.5% | +97.6% |
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