+96.6%
AMCR vs PPG
+163.1%
-66.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | -5.0% | -5.1% | +0.2% | -2.9% |
| 30D | -8.0% | -9.6% | +1.6% | -4.1% |
| 3M | +14.3% | -6.4% | +20.7% | +17.5% |
| 6M | +5.3% | +0.5% | +4.8% | +5.5% |
| YTD | +7.7% | +4.4% | +3.3% | +6.3% |
| 1Y | +10.8% | -0.9% | +11.8% | +11.4% |
| 3Y | +9.6% | -17.0% | +26.5% | +16.7% |
| 5Y | -10.2% | -23.7% | +13.5% | -3.2% |
| 10Y | +16.5% | +25.9% | -9.4% | +8.5% |
| All | +96.6% | +163.1% | -66.5% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 all: compounded portfolio wealth divided by compounded PPG 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…
all analysis · Full analysis span regression · 6 months rolling