-17.2%
AMRZ vs PPG
+30.3%
-47.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.4% |
| 7D | -4.0% | -0.2% | -3.9% | -3.9% |
| 30D | +12.4% | +17.7% | -5.3% | 0.0% |
| 3M | -11.5% | +7.4% | -18.9% | -15.9% |
| 6M | -21.6% | +16.4% | -38.0% | -29.5% |
| YTD | -23.4% | +22.4% | -45.7% | -35.7% |
| 1Y | -17.2% | +28.6% | -45.8% | -33.2% |
| All | -17.2% | +30.3% | -47.4% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling