+28.3%
PENG vs AMBA
-72.1%
+100.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -9.4% | -13.6% | -18.4% |
| 7D | -36.7% | -14.6% | -22.1% | -30.8% |
| 30D | -42.0% | -18.8% | -23.2% | -35.1% |
| 3M | -33.2% | -32.6% | -0.6% | -18.6% |
| 6M | +2.1% | -25.8% | +27.9% | +16.0% |
| YTD | +90.3% | -22.1% | +112.4% | +110.7% |
| 1Y | +67.7% | -36.2% | +103.9% | +98.4% |
| 3Y | +154.2% | +10.0% | +144.2% | +116.3% |
| 5Y | +28.3% | -71.6% | +99.9% | +70.0% |
| All | +28.3% | -72.1% | +100.4% | +70.0% |
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