+194.4%
PG vs AMC
-97.6%
+292.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.2% |
| 7D | +0.6% | +8.4% | -7.9% | +0.6% |
| 30D | +10.5% | +9.2% | +1.4% | +10.5% |
| 3M | +17.4% | +32.0% | -14.6% | +17.5% |
| 6M | +18.4% | +149.3% | -130.8% | +18.6% |
| YTD | +20.7% | +114.1% | -93.5% | +20.9% |
| 1Y | +16.8% | +35.8% | -19.0% | +16.9% |
| 3Y | +20.1% | -58.3% | +78.4% | +20.2% |
| 5Y | +30.4% | -99.2% | +129.6% | +29.6% |
| 10Y | +163.7% | -98.8% | +262.4% | +178.1% |
| All | +194.4% | -97.6% | +292.0% | +188.9% |
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