+22.0%
AMCR vs PENG
+751.0%
-729.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.7% |
| 7D | -6.3% | +7.3% | -13.6% | -7.0% |
| 30D | -7.1% | -7.5% | +0.3% | -6.6% |
| 3M | +12.7% | -17.2% | +29.9% | +12.6% |
| 6M | +5.2% | +176.7% | -171.6% | -10.4% |
| YTD | +8.1% | +161.0% | -153.0% | -7.5% |
| 1Y | +11.7% | +108.8% | -97.1% | -2.4% |
| 3Y | +9.9% | +109.8% | -99.9% | -9.5% |
| 5Y | -8.7% | +111.7% | -120.4% | -27.2% |
| All | +22.0% | +751.0% | -729.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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