+47.6%
AMKR vs PENG
+42.1%
+5.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +12.4% | -4.7% | +1.7% |
| 7D | -16.9% | -19.4% | +2.5% | -8.7% |
| 30D | -37.2% | -42.4% | +5.2% | -19.8% |
| 3M | -39.3% | -25.6% | -13.6% | -32.1% |
| 6M | -57.4% | +7.3% | -64.7% | -61.2% |
| YTD | -16.5% | +113.9% | -130.3% | -45.9% |
| 1Y | -6.0% | +93.6% | -99.5% | -36.2% |
| 3Y | +46.2% | +170.2% | -124.1% | -20.7% |
| All | +47.6% | +42.1% | +5.5% | -6.6% |
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