-98.1%
AMC vs PFG
+282.8%
-380.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.9% | +5.4% |
| 7D | +2.3% | +5.5% | -3.2% | -1.9% |
| 30D | -0.7% | +2.4% | -3.1% | -2.8% |
| 3M | +35.2% | +13.6% | +21.6% | +22.7% |
| 6M | +124.6% | +27.9% | +96.7% | +90.0% |
| YTD | +69.9% | +35.6% | +34.3% | +37.7% |
| 1Y | -2.6% | +48.5% | -51.0% | -26.1% |
| 3Y | -79.8% | +66.9% | -146.6% | -86.2% |
| 5Y | -99.4% | +111.0% | -210.3% | -99.6% |
| 10Y | -98.9% | +244.5% | -343.4% | -99.5% |
| All | -98.1% | +282.8% | -380.8% | -99.2% |
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