+37.4%
PEG vs AMCR
-12.3%
+49.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -0.9% | -6.3% | +5.4% | +0.8% |
| 30D | -3.7% | -7.8% | +4.1% | -1.7% |
| 3M | -7.3% | +7.5% | -14.8% | -9.5% |
| 6M | -10.5% | +2.7% | -13.2% | -11.8% |
| YTD | -7.5% | +6.0% | -13.5% | -10.4% |
| 1Y | -8.7% | +7.8% | -16.5% | -12.3% |
| 3Y | +31.4% | +5.8% | +25.6% | +24.1% |
| All | +37.4% | -12.3% | +49.7% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling