+689.3%
AMAT vs PENG
+520.3%
+169.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -23.0% | +9.4% | -4.9% |
| 7D | -24.3% | -36.7% | +12.4% | -10.8% |
| 30D | -39.8% | -42.0% | +2.2% | -27.5% |
| 3M | -40.2% | -33.2% | -7.0% | -32.6% |
| 6M | -22.1% | +2.1% | -24.2% | -26.7% |
| YTD | +24.7% | +90.3% | -65.6% | -8.1% |
| 1Y | +33.3% | +67.7% | -34.4% | +2.7% |
| 3Y | +133.9% | +154.2% | -20.4% | +45.9% |
| 5Y | +117.1% | +28.3% | +88.8% | +57.7% |
| All | +689.3% | +520.3% | +169.0% | +277.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling