-98.7%
AMC vs PFG
+189.4%
-288.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.3% |
| 7D | -2.8% | -2.2% | -0.6% | -0.9% |
| 30D | +14.0% | +6.4% | +7.6% | +9.6% |
| 3M | +42.5% | +2.2% | +40.3% | +39.7% |
| 6M | +142.6% | +16.3% | +126.3% | +116.2% |
| YTD | +119.2% | +33.2% | +86.0% | +77.4% |
| 1Y | +40.7% | +40.6% | +0.1% | +9.4% |
| 3Y | -57.3% | +83.3% | -140.7% | -73.7% |
| 5Y | -99.1% | +97.7% | -196.9% | -99.5% |
| 10Y | -98.7% | +189.9% | -288.6% | -99.5% |
| All | -98.7% | +189.4% | -288.1% | -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