+51.7%
AMZN vs PENG
+66.2%
-14.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +2.8% | +34.6% | -31.8% | -3.0% |
| 30D | +3.4% | -35.9% | +39.4% | +10.6% |
| 3M | +0.1% | -14.7% | +14.8% | +0.2% |
| 6M | +0.6% | +13.5% | -12.9% | -10.4% |
| YTD | +15.9% | +156.1% | -140.3% | -17.2% |
| 1Y | +9.5% | +141.3% | -131.8% | -20.8% |
| 3Y | +86.3% | +223.4% | -137.1% | +13.5% |
| 5Y | +51.7% | +67.4% | -15.7% | -1.4% |
| All | +51.7% | +66.2% | -14.4% | -1.4% |
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