+102.7%
AMCR vs PFG
+671.3%
-568.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -1.8% | +6.0% | -7.8% | -3.7% |
| 30D | -6.0% | +2.2% | -8.2% | -6.8% |
| 3M | +18.9% | +10.4% | +8.6% | +15.1% |
| 6M | +5.7% | +27.8% | -22.1% | -2.1% |
| YTD | +11.1% | +33.6% | -22.6% | +1.5% |
| 1Y | +14.4% | +49.3% | -34.9% | +0.9% |
| 3Y | +13.0% | +69.7% | -56.7% | -5.0% |
| 5Y | -7.5% | +111.3% | -118.9% | -27.3% |
| 10Y | +20.1% | +240.3% | -220.2% | -20.6% |
| All | +102.7% | +671.3% | -568.6% | +33.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling