+25.6%
AMCR vs PENG
+720.8%
-695.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.3% | -12.1% | -2.7% |
| 7D | -8.5% | +1.9% | -10.3% | -9.0% |
| 30D | +6.8% | -37.8% | +44.5% | +10.6% |
| 3M | -5.0% | -14.1% | +9.1% | -5.3% |
| 6M | +13.9% | +13.1% | +0.8% | +7.0% |
| YTD | +11.2% | +151.8% | -140.6% | -6.1% |
| 1Y | +11.3% | +136.0% | -124.7% | -5.4% |
| 3Y | +15.4% | +217.9% | -202.6% | -9.7% |
| 5Y | -7.7% | +64.1% | -71.8% | -25.1% |
| All | +25.6% | +720.8% | -695.2% | -12.1% |
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