+18,888.1%
AME vs PPG
+2,691.0%
+16,197.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.2% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -6.3% | -7.8% | +1.5% | -2.8% |
| 3M | +5.4% | -2.2% | +7.6% | +6.0% |
| 6M | +7.4% | +4.1% | +3.3% | +4.6% |
| YTD | +16.2% | +9.1% | +7.1% | +10.4% |
| 1Y | +26.8% | +1.0% | +25.9% | +24.5% |
| 3Y | +57.5% | -13.3% | +70.8% | +63.0% |
| 5Y | +84.8% | -19.2% | +104.0% | +93.4% |
| 10Y | +424.3% | +25.9% | +398.4% | +341.3% |
| All | +18,888.1% | +2,691.0% | +16,197.1% | +6,083.4% |
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