+5.8%
AMCR vs PFGC
+58.8%
-53.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | -6.3% | -4.8% | -1.5% | -4.8% |
| 30D | -7.8% | -12.5% | +4.7% | -4.0% |
| 3M | +7.5% | -9.7% | +17.3% | +11.0% |
| 6M | +2.7% | +7.0% | -4.3% | +0.8% |
| YTD | +6.0% | +4.5% | +1.6% | +3.7% |
| 1Y | +7.8% | -11.6% | +19.4% | +10.4% |
| 3Y | +5.8% | +58.5% | -52.7% | -13.3% |
| All | +5.8% | +58.8% | -53.1% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling