+48.5%
AMZN vs PG
+14.0%
+34.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -3.9% | +0.8% | -4.8% | -4.1% |
| 3M | +6.3% | -1.3% | +7.7% | +6.6% |
| 6M | +20.8% | -3.8% | +24.6% | +21.5% |
| YTD | +11.2% | +3.6% | +7.6% | +10.1% |
| 1Y | +11.7% | -5.7% | +17.4% | +12.6% |
| 3Y | +79.4% | +1.6% | +77.9% | +72.7% |
| All | +48.5% | +14.0% | +34.5% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling