+261.9%
AMD vs PENG
+153.0%
+108.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -23.0% | +5.8% | -6.8% |
| 7D | -28.6% | -36.7% | +8.1% | -12.6% |
| 30D | -37.7% | -42.0% | +4.3% | -21.8% |
| 3M | -16.1% | -33.2% | +17.1% | -2.1% |
| 6M | +13.8% | +2.1% | +11.7% | +5.7% |
| YTD | +88.8% | +90.3% | -1.5% | +32.8% |
| 1Y | +57.8% | +67.7% | -9.9% | +16.5% |
| All | +261.9% | +153.0% | +108.9% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling