+6,351.7%
AMD vs PFG
+195.7%
+6,156.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.7% | +11.9% |
| 7D | -11.0% | -0.6% | -10.4% | -10.6% |
| 30D | -30.5% | +2.0% | -32.5% | -31.0% |
| 3M | -8.2% | -3.2% | -5.1% | -7.2% |
| 6M | +6.6% | +10.9% | -4.4% | -0.1% |
| YTD | +109.7% | +28.8% | +80.8% | +82.2% |
| 1Y | +88.9% | +39.2% | +49.7% | +57.9% |
| 3Y | +301.8% | +75.0% | +226.8% | +198.2% |
| 5Y | +229.4% | +91.9% | +137.4% | +135.9% |
| All | +6,351.7% | +195.7% | +6,156.0% | +4,597.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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