-6.4%
PEG vs AMRZ
-19.3%
+12.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.8% |
| 7D | +2.3% | -4.0% | +6.3% | +2.6% |
| 30D | +6.1% | +12.4% | -6.3% | +5.7% |
| 3M | -0.5% | -11.5% | +11.0% | -0.2% |
| 6M | -3.2% | -21.6% | +18.4% | -2.5% |
| YTD | -4.4% | -23.4% | +18.9% | -3.8% |
| 1Y | -7.4% | -17.2% | +9.8% | -6.7% |
| All | -6.4% | -19.3% | +12.9% | -6.5% |
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