+30.7%
AMCR vs PFGC
+12.5%
+18.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +13.5% | -10.3% | -1.1% |
| 7D | +6.2% | +13.9% | -7.6% | +1.7% |
| 30D | +16.0% | +18.4% | -2.3% | +9.7% |
| 3M | +4.4% | -2.5% | +6.9% | +5.1% |
| 6M | +35.5% | +26.0% | +9.5% | +26.9% |
| YTD | +21.5% | +21.9% | -0.3% | +10.1% |
| 1Y | +30.7% | +13.4% | +17.4% | +19.9% |
| All | +30.7% | +12.5% | +18.3% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling