+7,765.4%
AMD vs PPG
+53.9%
+7,711.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -8.9% | -8.9% |
| 7D | +18.9% | +0.7% | +18.2% | +18.5% |
| 30D | -6.4% | +17.6% | -24.0% | -15.4% |
| 3M | +10.6% | +7.5% | +3.1% | +5.3% |
| 6M | +19.9% | +17.6% | +2.2% | +7.4% |
| YTD | +149.4% | +22.6% | +126.8% | +115.1% |
| 1Y | +115.4% | +28.0% | +87.4% | +80.2% |
| 3Y | +357.3% | +1.8% | +355.5% | +332.6% |
| 5Y | +261.1% | -15.5% | +276.6% | +273.5% |
| All | +7,765.4% | +53.9% | +7,711.5% | +5,359.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling