+44.9%
AMZN vs PEG
+33.9%
+11.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -9.2% | -1.7% | -7.5% | -8.8% |
| 3M | +3.4% | -6.8% | +10.1% | +5.1% |
| 6M | +18.2% | -11.4% | +29.6% | +21.8% |
| YTD | +9.3% | -7.2% | +16.6% | +11.0% |
| 1Y | +5.9% | -6.1% | +12.1% | +6.8% |
| 3Y | +82.6% | +31.8% | +50.8% | +59.1% |
| 5Y | +44.9% | +35.6% | +9.3% | +24.9% |
| All | +44.9% | +33.9% | +11.0% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling