+107.8%
PENG vs AMBA
-54.5%
+162.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.8% |
| 7D | +4.5% | -11.0% | +15.5% | +10.3% |
| 30D | -7.1% | -23.2% | +16.1% | +5.2% |
| 3M | -27.3% | -12.7% | -14.5% | -22.7% |
| 6M | +169.6% | +11.2% | +158.4% | +153.2% |
| YTD | +164.6% | -11.2% | +175.8% | +172.5% |
| 1Y | +109.5% | -22.5% | +132.0% | +121.6% |
| 3Y | +98.9% | -1.3% | +100.2% | +76.1% |
| All | +107.8% | -54.5% | +162.3% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling