+142.7%
AMAT vs PFGC
+77.4%
+65.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.8% |
| 7D | -14.7% | +8.5% | -23.2% | -17.0% |
| 30D | -36.1% | +15.0% | -51.1% | -39.2% |
| 3M | -36.9% | -6.2% | -30.7% | -35.6% |
| 6M | -22.2% | +15.7% | -37.9% | -28.3% |
| YTD | +29.9% | +19.6% | +10.4% | +17.4% |
| 1Y | +43.3% | +13.2% | +30.1% | +32.4% |
| 3Y | +142.7% | +77.0% | +65.7% | +79.5% |
| All | +142.7% | +77.4% | +65.3% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling