-31.2%
AMT vs PPG
-24.6%
-6.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | -2.7% | -5.1% | +2.5% | -1.1% |
| 30D | +2.0% | -9.6% | +11.6% | +5.2% |
| 3M | -9.3% | -6.4% | -2.9% | -8.0% |
| 6M | -5.2% | +0.5% | -5.7% | -6.8% |
| YTD | +0.5% | +4.4% | -4.0% | -2.7% |
| 1Y | -7.3% | -0.9% | -6.4% | -8.7% |
| 3Y | +6.2% | -17.0% | +23.2% | +10.7% |
| 5Y | -31.2% | -23.7% | -7.5% | -29.8% |
| All | -31.2% | -24.6% | -6.6% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling