-7.9%
AMCR vs PENG
+115.2%
-123.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.7% |
| 7D | -1.9% | +4.5% | -6.4% | -2.2% |
| 30D | -4.1% | -7.1% | +3.0% | -3.7% |
| 3M | +21.7% | -27.3% | +48.9% | +22.8% |
| 6M | +1.5% | +169.6% | -168.1% | -11.6% |
| YTD | +13.1% | +164.6% | -151.5% | -1.5% |
| 1Y | +13.0% | +109.5% | -96.5% | +0.2% |
| 3Y | +6.9% | +98.9% | -92.0% | -9.1% |
| All | -7.9% | +115.2% | -123.2% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling