+1.7%
PEP vs AMRZ
-22.6%
+24.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.8% |
| 7D | +0.1% | -2.0% | +2.1% | +0.2% |
| 30D | +0.7% | -9.8% | +10.5% | +1.0% |
| 3M | -0.5% | -17.2% | +16.7% | +0.1% |
| 6M | -11.3% | -26.9% | +15.6% | -10.5% |
| YTD | -0.6% | -21.5% | +20.9% | +0.7% |
| 1Y | +1.7% | -22.9% | +24.5% | +6.1% |
| All | +1.7% | -22.6% | +24.2% | +6.1% |
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