-20.3%
AMRZ vs PPG
+17.5%
-37.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.5% |
| 7D | -4.0% | -0.2% | -3.9% | -3.9% |
| 30D | +12.4% | +17.7% | -5.3% | +1.3% |
| 3M | -11.5% | +7.4% | -18.9% | -15.4% |
| 6M | -21.6% | +16.4% | -38.0% | -28.5% |
| YTD | -23.4% | +22.4% | -45.7% | -31.8% |
| 1Y | -17.2% | +28.6% | -45.8% | -27.7% |
| All | -20.3% | +17.5% | -37.8% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling