-57.7%
AMC vs PFGC
+80.6%
-138.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | +8.4% | +0.3% | +8.2% | +8.4% |
| 30D | +9.2% | +16.1% | -7.0% | +5.0% |
| 3M | +32.0% | +2.4% | +29.6% | +30.5% |
| 6M | +149.3% | +15.7% | +133.5% | +135.1% |
| YTD | +114.1% | +22.3% | +91.8% | +96.7% |
| 1Y | +35.8% | +13.9% | +21.9% | +27.3% |
| All | -57.7% | +80.6% | -138.3% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3y: compounded portfolio wealth divided by compounded PFGC 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…
3y analysis · Full analysis span regression · 6 months rolling