+199.0%
AMD vs PPG
-16.6%
+215.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.8% | +11.5% |
| 7D | -11.0% | +2.4% | -13.4% | -12.7% |
| 30D | -30.5% | +16.5% | -46.9% | -37.8% |
| 3M | -8.2% | +5.1% | -13.3% | -12.0% |
| 6M | +6.6% | +11.1% | -4.6% | -2.6% |
| YTD | +109.7% | +21.7% | +88.0% | +75.5% |
| 1Y | +88.9% | +32.0% | +57.0% | +47.9% |
| 3Y | +301.8% | +2.8% | +299.1% | +267.1% |
| All | +199.0% | -16.6% | +215.7% | +204.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling