+11,477.5%
AMD vs PPG
+2,762.5%
+8,714.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +3.7% |
| 7D | +2.6% | -1.5% | +4.1% | +3.5% |
| 30D | -0.9% | -5.0% | +4.0% | +2.1% |
| 3M | -8.7% | +1.1% | -9.9% | -9.9% |
| 6M | +136.3% | -3.2% | +139.5% | +139.4% |
| YTD | +123.0% | +11.9% | +111.1% | +104.6% |
| 1Y | +195.2% | +5.3% | +189.9% | +178.2% |
| 3Y | +336.3% | -15.0% | +351.3% | +365.8% |
| 5Y | +334.5% | -19.6% | +354.1% | +379.3% |
| 10Y | +6,259.1% | +27.0% | +6,232.1% | +4,865.9% |
| All | +11,477.5% | +2,762.5% | +8,714.9% | +2,217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling