-15.1%
AMRZ vs PENG
+118.5%
-133.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -0.7% |
| 7D | -1.9% | +4.5% | -6.4% | -2.1% |
| 30D | -16.9% | -7.1% | -9.8% | -16.7% |
| 3M | -19.2% | -27.3% | +8.1% | -18.4% |
| 6M | -29.3% | +169.6% | -198.9% | -38.7% |
| YTD | -18.0% | +164.6% | -182.6% | -28.9% |
| 1Y | -15.1% | +109.5% | -124.6% | -28.6% |
| All | -15.1% | +118.5% | -133.6% | -28.6% |
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