+58.5%
AMAT vs PFGC
+12.0%
+46.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.0% | +7.4% | +11.1% |
| 7D | -1.1% | +10.8% | -11.9% | -1.3% |
| 30D | -26.9% | +17.8% | -44.7% | -27.7% |
| 3M | -31.2% | -2.7% | -28.5% | -30.0% |
| 6M | -14.7% | +20.0% | -34.7% | -19.9% |
| YTD | +44.7% | +24.3% | +20.4% | +38.0% |
| All | +58.5% | +12.0% | +46.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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