+154.9%
PG vs AMC
-98.1%
+253.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.7% | -0.3% |
| 7D | +1.9% | +2.3% | -0.5% | +1.9% |
| 30D | -0.2% | -0.7% | +0.5% | -0.2% |
| 3M | +4.8% | +35.2% | -30.4% | +4.9% |
| 6M | -6.1% | +124.6% | -130.7% | -5.9% |
| YTD | +4.5% | +69.9% | -65.4% | +4.6% |
| 1Y | -5.3% | -2.6% | -2.7% | -5.3% |
| 3Y | +2.6% | -79.8% | +82.3% | +2.5% |
| 5Y | +15.6% | -99.4% | +115.0% | +14.8% |
| 10Y | +118.0% | -98.9% | +216.9% | +127.4% |
| All | +154.9% | -98.1% | +253.0% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling