+27.7%
AMCR vs PENG
+661.7%
-633.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.3% | -8.6% | -0.3% |
| 7D | -7.9% | -3.8% | -4.1% | -8.0% |
| 30D | +8.2% | -40.1% | +48.3% | +12.6% |
| 3M | -4.3% | -21.8% | +17.5% | -3.7% |
| 6M | +16.6% | +3.3% | +13.3% | +10.6% |
| YTD | +13.1% | +133.6% | -120.5% | -3.7% |
| 1Y | +14.4% | +110.7% | -96.3% | -1.6% |
| 3Y | +18.4% | +204.3% | -185.9% | -7.0% |
| 5Y | -5.8% | +54.4% | -60.2% | -23.1% |
| All | +27.7% | +661.7% | -633.9% | -9.9% |
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