-99.8%
AMIX vs PEG
+38.6%
-138.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -13.7% | +0.7% | -14.4% | -13.7% |
| 30D | -62.1% | -2.4% | -59.6% | -62.1% |
| 3M | -46.2% | -4.8% | -41.4% | -46.7% |
| 6M | -46.4% | -10.7% | -35.7% | -46.1% |
| YTD | -60.3% | -6.7% | -53.6% | -60.6% |
| 1Y | -79.7% | -6.8% | -72.8% | -79.8% |
| All | -99.8% | +38.6% | -138.3% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling