-98.6%
AMC vs PFGC
+419.1%
-517.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.6% |
| 7D | +2.3% | -2.2% | +4.5% | +3.3% |
| 30D | -0.7% | -11.9% | +11.2% | +4.6% |
| 3M | +35.2% | +5.0% | +30.2% | +30.6% |
| 6M | +124.6% | +8.6% | +116.0% | +113.7% |
| YTD | +69.9% | +9.7% | +60.2% | +59.3% |
| 1Y | -2.6% | -6.3% | +3.7% | -2.2% |
| 3Y | -79.8% | +58.2% | -138.0% | -84.5% |
| 5Y | -99.4% | +110.4% | -209.8% | -99.6% |
| 10Y | -98.9% | +272.8% | -371.6% | -99.5% |
| All | -98.6% | +419.1% | -517.7% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling