+2,621.8%
AMAT vs PFG
+960.1%
+1,661.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.9% |
| 7D | -14.7% | -0.6% | -14.1% | -14.5% |
| 30D | -36.1% | +2.0% | -38.1% | -36.6% |
| 3M | -36.9% | -3.2% | -33.7% | -36.3% |
| 6M | -22.2% | +10.9% | -33.1% | -26.1% |
| YTD | +29.9% | +28.8% | +1.1% | +16.2% |
| 1Y | +43.3% | +39.2% | +4.1% | +24.2% |
| 3Y | +142.7% | +75.0% | +67.6% | +91.4% |
| 5Y | +126.2% | +91.9% | +34.3% | +72.0% |
| 10Y | +1,211.7% | +202.3% | +1,009.4% | +715.4% |
| All | +2,621.8% | +960.1% | +1,661.7% | +603.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling