+4,285.4%
AMD vs PENG
+762.7%
+3,522.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.4% | -1.7% | +2.3% |
| 7D | +2.6% | +4.5% | -2.0% | +0.9% |
| 30D | -0.9% | -7.1% | +6.2% | +1.5% |
| 3M | -8.7% | -27.3% | +18.5% | 0.0% |
| 6M | +136.3% | +169.6% | -33.2% | +59.4% |
| YTD | +123.0% | +164.6% | -41.6% | +50.7% |
| 1Y | +195.2% | +109.5% | +85.7% | +113.3% |
| 3Y | +336.3% | +98.9% | +237.4% | +186.3% |
| 5Y | +334.5% | +116.3% | +218.2% | +173.1% |
| All | +4,285.4% | +762.7% | +3,522.7% | +1,734.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling