+234.4%
AMD vs PPG
-0.7%
+235.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.4% | +3.8% |
| 7D | +14.0% | -3.7% | +17.7% | +15.4% |
| 30D | +11.0% | -7.2% | +18.2% | +13.8% |
| 3M | +9.6% | -7.3% | +16.9% | +12.2% |
| 6M | +157.1% | +0.3% | +156.8% | +152.5% |
| YTD | +143.3% | +6.5% | +136.8% | +141.8% |
| 1Y | +234.4% | +0.5% | +233.9% | +213.3% |
| All | +234.4% | -0.7% | +235.1% | +213.3% |
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