-10.2%
AMCR vs PFGC
+105.5%
-115.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -5.0% | -4.8% | -0.1% | -3.6% |
| 30D | -8.0% | -17.2% | +9.2% | -2.9% |
| 3M | +14.3% | -6.3% | +20.6% | +16.5% |
| 6M | +5.3% | +8.8% | -3.5% | +3.0% |
| YTD | +7.7% | +4.9% | +2.8% | +5.6% |
| 1Y | +10.8% | -9.5% | +20.3% | +13.0% |
| 3Y | +9.6% | +59.6% | -50.0% | -6.3% |
| 5Y | -10.2% | +113.5% | -123.7% | -30.0% |
| All | -10.2% | +105.5% | -115.7% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling