+147.1%
AMAT vs PFGC
+138.1%
+9.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.2% |
| 7D | +11.4% | +3.4% | +7.9% | +9.9% |
| 30D | -17.0% | +16.9% | -34.0% | -23.3% |
| 3M | -30.6% | +6.4% | -37.0% | -33.2% |
| 6M | -14.9% | +16.0% | -31.0% | -22.7% |
| YTD | +44.7% | +23.6% | +21.1% | +26.4% |
| 1Y | +66.9% | +16.6% | +50.3% | +49.9% |
| 3Y | +153.3% | +82.3% | +71.0% | +75.6% |
| All | +147.1% | +138.1% | +9.0% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling