-9.3%
PEG vs AMRZ
-20.3%
+10.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -0.9% | -8.1% | +7.2% | -0.7% |
| 30D | -2.8% | -14.8% | +12.1% | -2.3% |
| 3M | -6.9% | -19.7% | +12.8% | -6.3% |
| 6M | -11.4% | -30.8% | +19.4% | -10.9% |
| YTD | -7.4% | -24.3% | +16.9% | -6.7% |
| 1Y | -8.3% | -24.0% | +15.8% | -8.2% |
| All | -9.3% | -20.3% | +10.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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