+565.7%
AMZN vs PG
+121.7%
+444.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.4% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | -3.9% | +0.8% | -4.8% | -4.2% |
| 3M | +6.3% | -1.3% | +7.7% | +6.7% |
| 6M | +20.8% | -3.8% | +24.6% | +22.0% |
| YTD | +11.2% | +3.6% | +7.6% | +9.5% |
| 1Y | +11.7% | -5.7% | +17.4% | +13.1% |
| 3Y | +79.4% | +1.6% | +77.9% | +73.2% |
| 5Y | +48.0% | +14.6% | +33.4% | +34.7% |
| All | +565.7% | +121.7% | +444.0% | +385.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling