-23.7%
AMRZ vs PPG
-0.7%
-23.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -0.8% |
| 7D | -4.7% | -3.7% | -0.9% | -2.2% |
| 30D | -11.3% | -7.2% | -4.1% | -6.8% |
| 3M | -22.1% | -7.3% | -14.7% | -18.2% |
| 6M | -29.6% | +0.3% | -29.9% | -30.0% |
| YTD | -23.3% | +6.5% | -29.8% | -25.3% |
| 1Y | -23.7% | +0.5% | -24.3% | -25.1% |
| All | -23.7% | -0.7% | -23.1% | -25.1% |
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