+3,981.9%
PG vs AME
+18,712.3%
-14,730.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.4% | +2.8% | -3.2% | -0.9% |
| 30D | -0.1% | -6.3% | +6.1% | +1.0% |
| 3M | +1.1% | +5.4% | -4.3% | -0.1% |
| 6M | -3.8% | +7.4% | -11.3% | -5.4% |
| YTD | +3.8% | +16.2% | -12.3% | +0.6% |
| 1Y | -5.8% | +26.8% | -32.6% | -10.3% |
| 3Y | +3.0% | +57.5% | -54.5% | -6.8% |
| 5Y | +14.5% | +84.8% | -70.4% | +0.1% |
| 10Y | +117.8% | +424.3% | -306.5% | +57.0% |
| All | +3,981.9% | +18,712.3% | -14,730.3% | +1,649.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling