-99.4%
AMC vs PFGC
+111.4%
-210.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.6% |
| 7D | +2.3% | -2.2% | +4.5% | +3.6% |
| 30D | -0.7% | -11.9% | +11.2% | +6.2% |
| 3M | +35.2% | +5.0% | +30.2% | +28.4% |
| 6M | +124.6% | +8.6% | +116.0% | +108.8% |
| YTD | +69.9% | +9.7% | +60.2% | +54.3% |
| 1Y | -2.6% | -6.3% | +3.7% | -2.5% |
| 3Y | -79.8% | +58.2% | -138.0% | -86.8% |
| All | -99.4% | +111.4% | -210.8% | -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