+158.2%
AMAT vs PFGC
+122.2%
+35.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -2.5% | +15.0% | -17.5% | -8.7% |
| 30D | -26.5% | +17.0% | -43.5% | -32.1% |
| 3M | -28.6% | -2.5% | -26.1% | -28.5% |
| 6M | -14.2% | +19.2% | -33.5% | -23.1% |
| YTD | +45.5% | +23.4% | +22.0% | +27.3% |
| 1Y | +59.3% | +13.9% | +45.5% | +45.0% |
| 3Y | +153.1% | +82.0% | +71.1% | +76.1% |
| 5Y | +158.2% | +128.7% | +29.5% | +50.1% |
| All | +158.2% | +122.2% | +35.9% | +50.1% |
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