+79.4%
AMZN vs PPG
-17.4%
+96.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -0.7% | -6.2% | +5.6% | +1.4% |
| 30D | -3.9% | -7.9% | +4.0% | -1.3% |
| 3M | +6.3% | -10.2% | +16.5% | +9.7% |
| 6M | +20.8% | +2.7% | +18.1% | +18.3% |
| YTD | +11.2% | +4.9% | +6.4% | +6.6% |
| 1Y | +11.7% | -3.2% | +14.9% | +10.6% |
| 3Y | +79.4% | -17.0% | +96.4% | +78.3% |
| All | +79.4% | -17.4% | +96.8% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling