-12.3%
AMRZ vs PENG
+120.5%
-132.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -9.1% | +14.3% | +5.4% |
| 7D | +10.3% | -20.5% | +30.8% | +11.1% |
| 30D | +18.7% | -20.4% | +39.0% | +19.1% |
| 3M | -14.6% | -16.4% | +1.8% | -14.8% |
| 6M | -12.9% | +49.2% | -62.1% | -22.0% |
| YTD | -17.4% | +147.2% | -164.5% | -32.9% |
| 1Y | -12.3% | +124.7% | -137.0% | -28.8% |
| All | -12.3% | +120.5% | -132.8% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling