+2,511.7%
AMAT vs PFG
+978.4%
+1,533.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.8% | -9.7% | -12.1% |
| 7D | -24.3% | -0.7% | -23.6% | -24.0% |
| 30D | -39.8% | +2.8% | -42.6% | -40.4% |
| 3M | -40.2% | -1.0% | -39.2% | -40.1% |
| 6M | -22.1% | +13.6% | -35.7% | -26.7% |
| YTD | +24.7% | +31.1% | -6.4% | +10.8% |
| 1Y | +33.3% | +43.8% | -10.5% | +14.1% |
| 3Y | +133.9% | +75.0% | +58.8% | +84.5% |
| 5Y | +117.1% | +95.2% | +21.8% | +64.0% |
| 10Y | +1,158.7% | +207.5% | +951.1% | +677.6% |
| All | +2,511.7% | +978.4% | +1,533.3% | +571.0% |
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