+337.5%
AMD vs PCG
+58.3%
+279.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +4.1% |
| 7D | +2.6% | -13.9% | +16.4% | +5.7% |
| 30D | -0.9% | -16.9% | +15.9% | +3.0% |
| 3M | -8.7% | -14.7% | +6.0% | -6.2% |
| 6M | +136.3% | -23.8% | +160.2% | +151.6% |
| YTD | +123.0% | -10.5% | +133.5% | +123.6% |
| 1Y | +195.2% | -5.1% | +200.3% | +189.8% |
| 3Y | +336.3% | -11.6% | +347.9% | +326.5% |
| All | +337.5% | +58.3% | +279.2% | +215.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling