+51.7%
AMCR vs PFGC
+403.3%
-351.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | -6.3% | -3.7% | -2.6% | -5.4% |
| 30D | -7.1% | -16.0% | +8.8% | -3.3% |
| 3M | +12.7% | -4.1% | +16.8% | +13.8% |
| 6M | +5.2% | +8.7% | -3.6% | +3.2% |
| YTD | +8.1% | +6.4% | +1.7% | +6.0% |
| 1Y | +11.7% | -8.4% | +20.1% | +13.3% |
| 3Y | +9.9% | +61.8% | -51.8% | -3.3% |
| 5Y | -8.7% | +108.7% | -117.4% | -25.7% |
| 10Y | +16.8% | +298.1% | -281.3% | -19.3% |
| All | +51.7% | +403.3% | -351.6% | +4.2% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling