-10.0%
PEG vs AMRZ
-19.2%
+9.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.1% |
| 7D | -1.0% | -4.7% | +3.7% | -0.9% |
| 30D | -2.6% | -11.3% | +8.7% | -2.3% |
| 3M | -7.6% | -22.1% | +14.4% | -6.9% |
| 6M | -12.2% | -29.6% | +17.4% | -11.7% |
| YTD | -8.1% | -23.3% | +15.2% | -7.4% |
| 1Y | -7.0% | -23.7% | +16.8% | -6.9% |
| All | -10.0% | -19.2% | +9.2% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling