-98.7%
AMC vs PFG
+195.4%
-294.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.4% |
| 7D | +5.5% | +3.0% | +2.5% | +3.8% |
| 30D | +16.1% | +8.2% | +7.9% | +10.3% |
| 3M | +43.0% | +2.7% | +40.3% | +39.8% |
| 6M | +130.7% | +17.2% | +113.4% | +104.5% |
| YTD | +121.8% | +34.8% | +87.0% | +78.0% |
| 1Y | +40.7% | +43.6% | -2.9% | +7.7% |
| 3Y | -56.8% | +85.4% | -142.2% | -73.6% |
| 5Y | -99.1% | +102.2% | -201.3% | -99.5% |
| 10Y | -98.7% | +190.2% | -288.9% | -99.5% |
| All | -98.7% | +195.4% | -294.1% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling