+447.8%
AZO vs PENG
+720.8%
-273.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | +0.1% |
| 7D | -2.6% | +1.9% | -4.5% | -2.9% |
| 30D | +11.7% | -37.8% | +49.5% | +13.8% |
| 3M | +6.4% | -14.1% | +20.5% | +6.2% |
| 6M | -5.5% | +13.1% | -18.7% | -8.8% |
| YTD | -4.5% | +151.8% | -156.3% | -13.5% |
| 1Y | -13.8% | +136.0% | -149.8% | -21.6% |
| 3Y | +19.8% | +217.9% | -198.1% | +3.3% |
| 5Y | +71.6% | +64.1% | +7.5% | +52.0% |
| All | +447.8% | +720.8% | -273.0% | +340.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling