-9.2%
PEG vs AMRZ
-19.2%
+10.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | -0.1% | -4.7% | +4.6% | 0.0% |
| 30D | -1.7% | -11.3% | +9.5% | -1.4% |
| 3M | -6.8% | -22.1% | +15.3% | -6.1% |
| 6M | -11.4% | -29.6% | +18.2% | -10.9% |
| YTD | -7.2% | -23.3% | +16.1% | -6.6% |
| 1Y | -6.1% | -23.7% | +17.6% | -6.1% |
| All | -9.2% | -19.2% | +10.0% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling