+75.3%
PEP vs AMKR
+547.1%
-471.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.7% | -0.4% |
| 7D | -1.0% | +8.3% | -9.2% | -1.3% |
| 30D | -0.7% | -6.8% | +6.1% | -0.5% |
| 3M | -4.1% | -31.9% | +27.8% | -3.1% |
| 6M | -13.1% | +18.4% | -31.4% | -15.6% |
| YTD | -2.1% | +31.7% | -33.8% | -6.0% |
| 1Y | -1.7% | +105.2% | -106.9% | -9.1% |
| 3Y | -15.1% | +147.7% | -162.8% | -24.8% |
| 5Y | +3.1% | +99.4% | -96.2% | -9.0% |
| All | +75.3% | +547.1% | -471.8% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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