+117.1%
AMAT vs PENG
+31.0%
+86.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -23.0% | +9.4% | -3.7% |
| 7D | -24.3% | -36.7% | +12.4% | -8.9% |
| 30D | -39.8% | -42.0% | +2.2% | -25.8% |
| 3M | -40.2% | -33.2% | -7.0% | -31.7% |
| 6M | -22.1% | +2.1% | -24.2% | -28.2% |
| YTD | +24.7% | +90.3% | -65.6% | -13.6% |
| 1Y | +33.3% | +67.7% | -34.4% | -2.8% |
| 3Y | +133.9% | +154.2% | -20.4% | +29.7% |
| 5Y | +117.1% | +28.3% | +88.8% | +39.6% |
| All | +117.1% | +31.0% | +86.1% | +39.6% |
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 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