+3.9%
PEP vs AMKR
+93.2%
-89.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.7% |
| 7D | +0.1% | +11.1% | -11.0% | +0.3% |
| 30D | +0.7% | -8.1% | +8.7% | +0.6% |
| 3M | -0.5% | -25.6% | +25.1% | -0.8% |
| 6M | -11.3% | +22.5% | -33.8% | -12.3% |
| YTD | -0.6% | +29.1% | -29.7% | -1.9% |
| 1Y | +1.7% | +105.7% | -104.0% | -1.1% |
| 3Y | -12.5% | +133.2% | -145.7% | -17.2% |
| 5Y | +3.9% | +98.5% | -94.6% | -3.2% |
| All | +3.9% | +93.2% | -89.3% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling