+257,148.5%
AMZN vs PG
+822.4%
+256,326.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.7% | -2.7% | 0.0% | -1.8% |
| 30D | -7.5% | -1.5% | -5.9% | -7.0% |
| 3M | +5.8% | -3.4% | +9.2% | +7.0% |
| 6M | +17.5% | -7.0% | +24.5% | +20.3% |
| YTD | +9.1% | +2.0% | +7.1% | +7.9% |
| 1Y | +9.4% | -6.5% | +15.8% | +11.1% |
| 3Y | +82.2% | +1.2% | +81.1% | +77.1% |
| 5Y | +45.2% | +12.8% | +32.4% | +34.8% |
| 10Y | +562.7% | +117.7% | +445.1% | +377.3% |
| All | +257,148.5% | +822.4% | +256,326.1% | +89,524.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling