+66.0%
AMAT vs PFG
+38.8%
+27.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.4% |
| 7D | +19.3% | +0.1% | +19.2% | +19.2% |
| 30D | -17.9% | +5.0% | -22.9% | -17.4% |
| 3M | -30.4% | +0.1% | -30.5% | -30.2% |
| 6M | -11.4% | +13.8% | -25.2% | -13.9% |
| YTD | +48.8% | +31.2% | +17.5% | +36.5% |
| 1Y | +66.0% | +37.1% | +29.0% | +52.1% |
| All | +66.0% | +38.8% | +27.2% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling