+143.4%
PEG vs AMCR
+14.6%
+128.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | -0.9% | -6.3% | +5.4% | +1.1% |
| 30D | -3.7% | -7.8% | +4.1% | -1.4% |
| 3M | -7.3% | +7.5% | -14.8% | -9.7% |
| 6M | -10.5% | +2.7% | -13.2% | -12.1% |
| YTD | -7.5% | +6.0% | -13.5% | -10.7% |
| 1Y | -8.7% | +7.8% | -16.5% | -12.5% |
| 3Y | +31.4% | +5.8% | +25.6% | +24.4% |
| 5Y | +37.8% | -11.6% | +49.4% | +37.7% |
| All | +143.4% | +14.6% | +128.8% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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