+96.6%
AMCR vs PFG
+671.3%
-574.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +12.7% | +49.3% | -36.6% | -0.6% |
| 3Y | +9.6% | +69.7% | -60.1% | -7.9% |
| 5Y | -10.3% | +111.3% | -121.7% | -29.5% |
| 10Y | +16.5% | +240.3% | -223.8% | -23.0% |
| All | +96.6% | +671.3% | -574.7% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling