-11.4%
PEG vs AMCR
+4.6%
-16.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.0% |
| 7D | -0.1% | -6.3% | +6.2% | +0.6% |
| 30D | -1.7% | -7.1% | +5.4% | -1.0% |
| 3M | -6.8% | +12.7% | -19.5% | -8.6% |
| 6M | -11.4% | +5.2% | -16.5% | -12.9% |
| All | -11.4% | +4.6% | -16.0% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling