+95.5%
AMD vs PPG
+38.5%
+57.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | -0.8% |
| 7D | -15.5% | +7.5% | -23.0% | -18.0% |
| 30D | -22.6% | +20.9% | -43.5% | -28.6% |
| 3M | -5.7% | +8.7% | -14.5% | -9.1% |
| 6M | +43.1% | +23.8% | +19.3% | +30.4% |
| YTD | +128.2% | +26.5% | +101.7% | +100.2% |
| 1Y | +95.5% | +37.6% | +57.9% | +67.9% |
| All | +95.5% | +38.5% | +57.0% | +67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling