+1,315.3%
AMAT vs PFG
+203.0%
+1,112.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.0% | +7.3% | +9.1% |
| 7D | -1.1% | +2.3% | -3.3% | -2.1% |
| 30D | -26.9% | +7.6% | -34.5% | -29.7% |
| 3M | -31.2% | +2.5% | -33.7% | -32.4% |
| 6M | -14.7% | +16.6% | -31.3% | -23.1% |
| YTD | +44.7% | +34.1% | +10.6% | +20.0% |
| 1Y | +62.0% | +44.1% | +17.9% | +28.7% |
| 3Y | +165.0% | +86.3% | +78.7% | +78.3% |
| 5Y | +147.1% | +101.6% | +45.5% | +57.0% |
| 10Y | +1,315.3% | +197.9% | +1,117.4% | +656.7% |
| All | +1,315.3% | +203.0% | +1,112.3% | +656.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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