-98.7%
AMC vs PFG
+203.0%
-301.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.0% | +4.2% | +5.4% |
| 7D | +6.6% | +2.3% | +4.3% | +5.4% |
| 30D | +14.1% | +7.6% | +6.5% | +8.8% |
| 3M | +31.3% | +2.5% | +28.7% | +28.5% |
| 6M | +126.7% | +16.6% | +110.1% | +101.7% |
| YTD | +117.9% | +34.1% | +83.9% | +75.6% |
| 1Y | +41.1% | +44.1% | -3.0% | +7.8% |
| 3Y | -61.0% | +86.3% | -147.2% | -76.2% |
| 5Y | -99.1% | +101.6% | -200.7% | -99.5% |
| 10Y | -98.7% | +197.9% | -296.6% | -99.5% |
| All | -98.7% | +203.0% | -301.7% | -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