+337.5%
AMD vs PENG
+115.2%
+222.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.4% | -1.7% | +1.8% |
| 7D | +2.6% | +4.5% | -2.0% | +0.5% |
| 30D | -0.9% | -7.1% | +6.2% | +2.0% |
| 3M | -8.7% | -27.3% | +18.5% | +1.4% |
| 6M | +136.3% | +169.6% | -33.2% | +42.8% |
| YTD | +123.0% | +164.6% | -41.6% | +34.9% |
| 1Y | +195.2% | +109.5% | +85.7% | +93.5% |
| 3Y | +336.3% | +98.9% | +237.4% | +149.9% |
| All | +337.5% | +115.2% | +222.3% | +154.5% |
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