+522.0%
PENG vs AMBA
-7.6%
+529.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +6.1% | +6.3% | +9.5% |
| 7D | -19.4% | -7.2% | -12.2% | -15.5% |
| 30D | -42.4% | -10.4% | -32.0% | -38.4% |
| 3M | -25.6% | -30.1% | +4.5% | -11.6% |
| 6M | +7.3% | -22.4% | +29.7% | +19.1% |
| YTD | +113.9% | -17.3% | +131.2% | +130.4% |
| 1Y | +93.6% | -35.4% | +129.0% | +127.5% |
| 3Y | +170.2% | +18.6% | +151.6% | +126.5% |
| 5Y | +44.2% | -69.8% | +114.0% | +91.4% |
| All | +522.0% | -7.6% | +529.6% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling