+16.9%
PEP vs AMRZ
-17.3%
+34.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.3% | +1.4% |
| 7D | +4.6% | 0.0% | +4.7% | +4.6% |
| 30D | +14.0% | +15.9% | -1.9% | +12.9% |
| 3M | +5.4% | -9.2% | +14.5% | +5.7% |
| 6M | -5.1% | -20.3% | +15.2% | -4.3% |
| YTD | +3.1% | -21.5% | +24.6% | +4.2% |
| 1Y | +4.8% | -12.9% | +17.6% | +5.9% |
| All | +16.9% | -17.3% | +34.2% | +19.5% |
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 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