-97.7%
AMC vs PFG
+270.1%
-367.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.8% | -8.7% | -9.9% |
| 7D | 0.0% | -0.7% | +0.7% | +0.9% |
| 30D | +4.4% | +2.8% | +1.6% | +2.8% |
| 3M | +15.4% | -1.0% | +16.4% | +15.6% |
| 6M | +93.7% | +13.6% | +80.1% | +76.8% |
| YTD | +97.4% | +31.1% | +66.4% | +63.8% |
| 1Y | +23.2% | +43.8% | -20.6% | -4.1% |
| 3Y | -71.3% | +75.0% | -146.3% | -81.0% |
| 5Y | -99.3% | +95.2% | -194.5% | -99.5% |
| 10Y | -98.7% | +207.5% | -306.2% | -99.4% |
| All | -97.7% | +270.1% | -367.9% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling