+4.8%
PEP vs AMRZ
-14.1%
+18.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.6% |
| 3M | +5.4% | -9.2% | +14.5% | +5.8% |
| 6M | -5.1% | -20.3% | +15.2% | -4.0% |
| YTD | +3.1% | -21.5% | +24.6% | +4.5% |
| 1Y | +4.8% | -12.9% | +17.6% | +6.8% |
| All | +4.8% | -14.1% | +18.9% | +6.8% |
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