-17.0%
AMRZ vs PENG
+90.4%
-107.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -23.0% | +19.6% | -2.6% |
| 7D | +2.5% | -36.7% | +39.2% | +4.0% |
| 30D | +14.4% | -42.0% | +56.4% | +16.2% |
| 3M | -19.2% | -33.2% | +14.1% | -18.8% |
| 6M | -19.7% | +2.1% | -21.8% | -24.9% |
| YTD | -20.2% | +90.3% | -110.4% | -31.5% |
| 1Y | -15.1% | +67.7% | -82.7% | -27.1% |
| All | -17.0% | +90.4% | -107.3% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling