+140.4%
PENG vs AMBA
+10.0%
+130.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -9.4% | -13.6% | -18.1% |
| 7D | -36.7% | -14.6% | -22.1% | -30.4% |
| 30D | -42.0% | -18.8% | -23.2% | -34.7% |
| 3M | -33.2% | -32.6% | -0.6% | -17.7% |
| 6M | +2.1% | -25.8% | +27.9% | +16.3% |
| YTD | +90.3% | -22.1% | +112.4% | +110.8% |
| 1Y | +67.7% | -36.2% | +103.9% | +98.2% |
| All | +140.4% | +10.0% | +130.5% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling