+2,363.9%
AMAT vs PFGC
+477.3%
+1,886.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.1% | -13.7% | -13.6% |
| 7D | -24.3% | +12.5% | -36.7% | -27.3% |
| 30D | -39.8% | +17.0% | -56.7% | -42.9% |
| 3M | -40.2% | -2.1% | -38.1% | -40.4% |
| 6M | -22.1% | +25.9% | -48.0% | -28.5% |
| YTD | +24.7% | +22.0% | +2.7% | +15.3% |
| 1Y | +33.3% | +14.8% | +18.4% | +25.3% |
| 3Y | +133.9% | +80.8% | +53.0% | +90.9% |
| 5Y | +117.1% | +126.0% | -8.9% | +64.6% |
| 10Y | +1,158.7% | +363.8% | +794.9% | +675.3% |
| All | +2,363.9% | +477.3% | +1,886.7% | +1,347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling