+57.8%
AMD vs PENG
+73.0%
-15.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -23.0% | +5.8% | -5.9% |
| 7D | -28.6% | -36.7% | +8.1% | -11.3% |
| 30D | -37.7% | -42.0% | +4.3% | -20.6% |
| 3M | -16.1% | -33.2% | +17.1% | -1.2% |
| 6M | +13.8% | +2.1% | +11.7% | -0.2% |
| YTD | +88.8% | +90.3% | -1.5% | +17.0% |
| 1Y | +57.8% | +67.7% | -9.9% | +3.4% |
| All | +57.8% | +73.0% | -15.2% | +3.4% |
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