+3.7%
PEP vs AMRZ
-11.5%
+15.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +3.2% |
| 7D | +7.4% | +10.3% | -2.9% | +6.4% |
| 30D | +13.3% | +18.7% | -5.3% | +11.6% |
| 3M | +3.5% | -14.6% | +18.1% | +4.0% |
| 6M | -5.9% | -12.9% | +7.0% | -5.5% |
| YTD | +2.3% | -17.4% | +19.6% | +3.0% |
| 1Y | +3.7% | -12.3% | +16.0% | +4.3% |
| All | +3.7% | -11.5% | +15.2% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling