+331.1%
AMD vs PENG
+101.4%
+229.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.4% | -1.7% | +2.2% |
| 7D | +2.6% | +4.5% | -2.0% | +0.8% |
| 30D | -0.9% | -7.1% | +6.2% | +1.6% |
| 3M | -8.7% | -27.3% | +18.5% | +0.1% |
| 6M | +136.3% | +169.6% | -33.2% | +59.8% |
| YTD | +123.0% | +164.6% | -41.6% | +50.9% |
| 1Y | +195.2% | +109.5% | +85.7% | +112.1% |
| All | +331.1% | +101.4% | +229.7% | +188.7% |
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 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