+392.6%
AZO vs PENG
+751.0%
-358.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -0.8% | +7.3% | -8.1% | -1.2% |
| 30D | -5.1% | -7.5% | +2.3% | -4.8% |
| 3M | -7.2% | -17.2% | +10.0% | -7.2% |
| 6M | -20.7% | +176.7% | -197.5% | -27.8% |
| YTD | -14.2% | +161.0% | -175.2% | -21.6% |
| 1Y | -32.2% | +108.8% | -141.0% | -37.3% |
| 3Y | +11.1% | +109.8% | -98.6% | -1.0% |
| 5Y | +87.6% | +111.7% | -24.2% | +63.7% |
| All | +392.6% | +751.0% | -358.4% | +298.9% |
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