+6.7%
AMZN vs PG
+15.9%
-9.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.2% | +2.9% | +5.9% |
| 7D | +4.5% | +5.7% | -1.2% | +4.3% |
| 30D | +5.8% | +15.4% | -9.6% | +4.6% |
| 3M | -4.1% | +13.8% | -17.9% | -5.1% |
| 6M | -2.2% | +18.3% | -20.5% | -3.1% |
| YTD | +15.3% | +20.1% | -4.9% | +14.3% |
| 1Y | +6.7% | +17.0% | -10.3% | +4.7% |
| All | +6.7% | +15.9% | -9.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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