+116.1%
PG vs AME
+445.1%
-328.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.6% | +0.7% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | +0.8% | -6.4% | +7.3% | +2.7% |
| 3M | -1.3% | +7.1% | -8.4% | -3.6% |
| 6M | -3.8% | +8.2% | -12.0% | -6.5% |
| YTD | +3.6% | +18.2% | -14.5% | -2.1% |
| 1Y | -5.7% | +26.7% | -32.5% | -13.1% |
| 3Y | +1.6% | +60.7% | -59.1% | -15.2% |
| 5Y | +14.6% | +91.6% | -77.0% | -11.2% |
| All | +116.1% | +445.1% | -328.9% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling