+301.8%
AMD vs PCG
-21.6%
+323.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.0% | +13.0% | +11.2% |
| 7D | -11.0% | -1.6% | -9.5% | -10.9% |
| 30D | -30.5% | +1.4% | -31.9% | -30.5% |
| 3M | -8.2% | -23.4% | +15.2% | -6.0% |
| 6M | +6.6% | -19.4% | +25.9% | +8.1% |
| YTD | +109.7% | -18.5% | +128.2% | +112.4% |
| 1Y | +88.9% | -19.5% | +108.4% | +92.3% |
| 3Y | +301.8% | -21.0% | +322.8% | +310.9% |
| All | +301.8% | -21.6% | +323.4% | +310.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling