+91.5%
AMC vs PFG
+10.8%
+80.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.9% |
| 7D | +2.6% | -0.6% | +3.3% | +4.2% |
| 30D | +9.0% | +2.0% | +7.0% | +9.8% |
| 3M | +22.2% | -3.2% | +25.3% | +25.9% |
| 6M | +91.5% | +10.9% | +80.5% | +33.9% |
| All | +91.5% | +10.8% | +80.6% | +33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling