+3,619.8%
AMAT vs PFG
+1,015.3%
+2,604.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.9% | +4.9% |
| 7D | -1.5% | +5.5% | -7.0% | -3.7% |
| 30D | -14.8% | +2.4% | -17.2% | -15.7% |
| 3M | -9.3% | +13.6% | -22.8% | -14.5% |
| 6M | +27.4% | +27.9% | -0.5% | +14.7% |
| YTD | +77.6% | +35.6% | +42.0% | +55.9% |
| 1Y | +188.9% | +48.5% | +140.5% | +144.4% |
| 3Y | +202.3% | +66.9% | +135.4% | +142.9% |
| 5Y | +248.9% | +111.0% | +138.0% | +156.2% |
| 10Y | +1,585.2% | +244.5% | +1,340.7% | +901.1% |
| All | +3,619.8% | +1,015.3% | +2,604.6% | +844.3% |
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 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