+6,406.4%
AMD vs PCG
-75.9%
+6,482.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +4.5% |
| 7D | +2.6% | -13.9% | +16.4% | +3.6% |
| 30D | -0.9% | -16.9% | +15.9% | +0.3% |
| 3M | -8.7% | -14.7% | +6.0% | -7.9% |
| 6M | +136.3% | -23.8% | +160.2% | +140.7% |
| YTD | +123.0% | -10.5% | +133.5% | +123.6% |
| 1Y | +195.2% | -5.1% | +200.3% | +194.6% |
| 3Y | +336.3% | -11.6% | +347.9% | +336.6% |
| 5Y | +334.5% | +59.0% | +275.5% | +316.7% |
| All | +6,406.4% | -75.9% | +6,482.3% | +6,186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling