-99.2%
AMC vs PFGC
+138.1%
-237.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.4% |
| 7D | +3.5% | +3.4% | +0.1% | +1.5% |
| 30D | +12.5% | +16.9% | -4.5% | +1.9% |
| 3M | +23.6% | +6.4% | +17.2% | +18.3% |
| 6M | +144.4% | +16.0% | +128.4% | +116.8% |
| YTD | +108.3% | +23.6% | +84.7% | +74.3% |
| 1Y | +38.9% | +16.6% | +22.3% | +21.0% |
| 3Y | -58.9% | +82.3% | -141.1% | -76.3% |
| All | -99.2% | +138.1% | -237.3% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling