+257,669.3%
AMZN vs PPG
+652.1%
+257,017.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -0.7% |
| 7D | -1.0% | -3.7% | +2.7% | +0.7% |
| 30D | -9.2% | -7.2% | -2.0% | -6.0% |
| 3M | +3.4% | -7.3% | +10.7% | +6.4% |
| 6M | +18.2% | +0.3% | +18.0% | +16.5% |
| YTD | +9.3% | +6.5% | +2.8% | +4.0% |
| 1Y | +5.9% | +0.5% | +5.4% | +3.1% |
| 3Y | +82.6% | -15.3% | +97.9% | +89.5% |
| 5Y | +44.9% | -22.9% | +67.8% | +55.6% |
| 10Y | +564.1% | +28.4% | +535.7% | +414.4% |
| All | +257,669.3% | +652.1% | +257,017.2% | +61,860.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling