+7,765.4%
AMD vs PFG
+184.0%
+7,581.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.5% | -9.3% | -9.0% |
| 7D | +18.9% | +2.4% | +16.6% | +17.6% |
| 30D | -6.4% | +5.9% | -12.3% | -8.8% |
| 3M | +10.6% | -0.4% | +11.0% | +10.4% |
| 6M | +19.9% | +14.8% | +5.0% | +10.4% |
| YTD | +149.4% | +31.9% | +117.5% | +114.0% |
| 1Y | +115.4% | +38.8% | +76.6% | +80.0% |
| 3Y | +357.3% | +82.4% | +274.9% | +231.7% |
| 5Y | +261.1% | +94.7% | +166.4% | +155.7% |
| All | +7,765.4% | +184.0% | +7,581.4% | +4,698.2% |
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