-18.1%
AMRZ vs PPG
+19.5%
-37.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +0.2% | +3.2% | -3.0% | -1.8% |
| 30D | +16.2% | +20.4% | -4.2% | +3.2% |
| 3M | -8.9% | +8.4% | -17.3% | -13.5% |
| 6M | -20.1% | +15.6% | -35.8% | -27.0% |
| YTD | -21.3% | +24.4% | -45.7% | -30.7% |
| 1Y | -12.6% | +32.9% | -45.5% | -25.0% |
| All | -18.1% | +19.5% | -37.6% | -26.3% |
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