+337.5%
AMD vs PPG
-16.3%
+353.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +3.6% |
| 7D | +2.6% | -1.5% | +4.1% | +3.6% |
| 30D | -0.9% | -5.0% | +4.0% | +2.5% |
| 3M | -8.7% | +1.1% | -9.9% | -10.3% |
| 6M | +136.3% | -3.2% | +139.5% | +139.0% |
| YTD | +123.0% | +11.9% | +111.1% | +99.5% |
| 1Y | +195.2% | +5.3% | +189.9% | +173.3% |
| 3Y | +336.3% | -15.0% | +351.3% | +363.2% |
| All | +337.5% | -16.3% | +353.8% | +346.0% |
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