+619.0%
PENG vs AMBA
-3.8%
+622.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.7% | -7.4% | -8.3% |
| 7D | -20.5% | -8.1% | -12.4% | -17.1% |
| 30D | -20.4% | -10.8% | -9.6% | -15.9% |
| 3M | -16.4% | -25.9% | +9.5% | -4.3% |
| 6M | +49.2% | -13.9% | +63.1% | +56.6% |
| YTD | +147.2% | -14.0% | +161.2% | +158.6% |
| 1Y | +124.7% | -25.7% | +150.4% | +145.0% |
| 3Y | +230.3% | +21.5% | +208.8% | +170.5% |
| 5Y | +71.4% | -68.9% | +140.3% | +121.9% |
| All | +619.0% | -3.8% | +622.8% | +371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling