+197.5%
PG vs AMC
-97.6%
+295.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.0% |
| 7D | +2.7% | +3.5% | -0.8% | +2.7% |
| 30D | +9.2% | +12.5% | -3.3% | +9.2% |
| 3M | +18.5% | +23.6% | -5.1% | +18.5% |
| 6M | +21.1% | +144.4% | -123.3% | +21.3% |
| YTD | +21.9% | +108.3% | -86.4% | +22.1% |
| 1Y | +18.1% | +38.9% | -20.8% | +18.2% |
| 3Y | +20.6% | -58.9% | +79.4% | +20.6% |
| 5Y | +31.8% | -99.2% | +131.0% | +31.0% |
| 10Y | +166.5% | -98.8% | +265.3% | +181.0% |
| All | +197.5% | -97.6% | +295.1% | +191.9% |
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