+7,765.4%
AMD vs PCG
-76.0%
+7,841.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.2% | -10.9% | -8.9% |
| 7D | +18.9% | +2.2% | +16.8% | +18.7% |
| 30D | -6.4% | +0.8% | -7.2% | -6.5% |
| 3M | +10.6% | -23.8% | +34.4% | +12.6% |
| 6M | +19.9% | -19.6% | +39.5% | +21.4% |
| YTD | +149.4% | -16.7% | +166.1% | +151.4% |
| 1Y | +115.4% | -19.4% | +134.8% | +117.7% |
| 3Y | +357.3% | -18.3% | +375.6% | +360.3% |
| 5Y | +261.1% | +10.4% | +250.7% | +254.5% |
| All | +7,765.4% | -76.0% | +7,841.4% | +7,566.2% |
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