+91.1%
AME vs PPG
-24.1%
+115.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.8% | +3.1% |
| 7D | +1.7% | -6.2% | +8.0% | +4.7% |
| 30D | -6.4% | -7.9% | +1.5% | -3.0% |
| 3M | +7.1% | -10.2% | +17.3% | +11.8% |
| 6M | +8.2% | +2.7% | +5.5% | +6.0% |
| YTD | +18.2% | +4.9% | +13.3% | +14.1% |
| 1Y | +26.7% | -3.2% | +29.9% | +26.6% |
| 3Y | +60.7% | -17.0% | +77.7% | +69.2% |
| All | +91.1% | -24.1% | +115.2% | +104.6% |
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