-5.1%
PEG vs AMRZ
-19.2%
+14.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.5% | -2.1% | +6.6% | +4.6% |
| 30D | +7.5% | +13.0% | -5.4% | +7.0% |
| 3M | +0.8% | -12.1% | +12.9% | +1.2% |
| 6M | 0.0% | -19.1% | +19.2% | +0.6% |
| YTD | -3.0% | -23.3% | +20.2% | -2.4% |
| 1Y | -4.7% | -16.6% | +11.8% | -4.1% |
| All | -5.1% | -19.2% | +14.1% | -5.2% |
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