+12.8%
PG vs AMC
-99.5%
+112.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.2% |
| 7D | -2.7% | -7.1% | +4.4% | -2.7% |
| 30D | -1.5% | -1.7% | +0.1% | -1.5% |
| 3M | -3.4% | +13.5% | -16.8% | -3.5% |
| 6M | -7.0% | +112.6% | -119.6% | -7.4% |
| YTD | +2.0% | +51.3% | -49.3% | +1.7% |
| 1Y | -6.5% | -14.5% | +8.0% | -6.5% |
| 3Y | +1.2% | -67.1% | +68.3% | +1.3% |
| 5Y | +12.8% | -99.5% | +112.3% | +14.5% |
| All | +12.8% | -99.5% | +112.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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