+247.2%
AMAT vs PFGC
+111.4%
+135.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.5% | -2.2% | +0.7% | -0.5% |
| 30D | -14.8% | -11.9% | -2.9% | -10.2% |
| 3M | -9.3% | +5.0% | -14.3% | -12.8% |
| 6M | +27.4% | +8.6% | +18.8% | +20.1% |
| YTD | +77.6% | +9.7% | +67.9% | +65.8% |
| 1Y | +188.9% | -6.3% | +195.2% | +190.0% |
| 3Y | +202.3% | +58.2% | +144.1% | +129.8% |
| All | +247.2% | +111.4% | +135.8% | +123.4% |
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