+429.0%
AMZN vs PENG
+597.2%
-168.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -2.4% |
| 7D | +7.9% | -19.4% | +27.3% | +10.8% |
| 30D | -0.2% | -42.4% | +42.2% | +7.9% |
| 3M | -4.8% | -25.6% | +20.9% | -2.3% |
| 6M | -5.7% | +7.3% | -13.0% | -13.4% |
| YTD | +12.3% | +113.9% | -101.5% | -10.8% |
| 1Y | +6.7% | +93.6% | -86.9% | -13.9% |
| 3Y | +85.6% | +170.2% | -84.7% | +33.6% |
| 5Y | +47.4% | +44.2% | +3.2% | +12.1% |
| All | +429.0% | +597.2% | -168.2% | +203.3% |
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