+43.1%
AMD vs PENG
+54.5%
-11.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.1% | +10.1% | +5.2% |
| 7D | -15.5% | -20.5% | +5.0% | -6.4% |
| 30D | -22.6% | -20.4% | -2.3% | -15.7% |
| 3M | -5.7% | -16.4% | +10.7% | -0.6% |
| 6M | +43.1% | +49.2% | -6.1% | +13.9% |
| All | +43.1% | +54.5% | -11.4% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling