+58.5%
AMAT vs PFG
+43.7%
+14.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.0% | +7.3% | +11.0% |
| 7D | -1.1% | +2.3% | -3.3% | -0.9% |
| 30D | -26.9% | +7.6% | -34.5% | -26.5% |
| 3M | -31.2% | +2.5% | -33.7% | -31.1% |
| 6M | -14.7% | +16.6% | -31.3% | -17.3% |
| YTD | +44.7% | +34.1% | +10.6% | +33.0% |
| All | +58.5% | +43.7% | +14.8% | +45.3% |
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