+35.8%
AMC vs PEG
-7.6%
+43.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +8.4% | +2.3% | +6.1% | +8.3% |
| 30D | +9.2% | +6.1% | +3.0% | +9.3% |
| 3M | +32.0% | -0.5% | +32.5% | +31.9% |
| 6M | +149.3% | -3.2% | +152.4% | +147.9% |
| YTD | +114.1% | -4.4% | +118.5% | +105.0% |
| 1Y | +35.8% | -7.4% | +43.2% | +39.7% |
| All | +35.8% | -7.6% | +43.3% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling