-98.7%
AMC vs PFG
+195.7%
-294.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +3.2% |
| 7D | +2.6% | -0.6% | +3.3% | +3.5% |
| 30D | +9.0% | +2.0% | +7.0% | +7.8% |
| 3M | +22.2% | -3.2% | +25.3% | +24.4% |
| 6M | +91.5% | +10.9% | +80.5% | +76.5% |
| YTD | +101.3% | +28.8% | +72.4% | +66.6% |
| 1Y | +20.8% | +39.2% | -18.4% | -5.6% |
| 3Y | -71.3% | +75.0% | -146.4% | -81.7% |
| 5Y | -99.2% | +91.9% | -191.2% | -99.5% |
| All | -98.7% | +195.7% | -294.5% | -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