+71.6%
AZO vs PENG
+68.7%
+2.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | +0.5% |
| 7D | -2.6% | +1.9% | -4.5% | -2.7% |
| 30D | +11.7% | -37.8% | +49.5% | +12.5% |
| 3M | +6.4% | -14.1% | +20.5% | +6.3% |
| 6M | -5.5% | +13.1% | -18.7% | -7.6% |
| YTD | -4.5% | +151.8% | -156.3% | -10.7% |
| 1Y | -13.8% | +136.0% | -149.8% | -19.2% |
| 3Y | +19.8% | +217.9% | -198.1% | +7.1% |
| 5Y | +71.6% | +64.1% | +7.5% | +58.2% |
| All | +71.6% | +68.7% | +2.9% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling