+6,882.0%
AMD vs PFG
+246.6%
+6,635.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.4% |
| 7D | +2.6% | +5.5% | -3.0% | -0.3% |
| 30D | -0.9% | +2.4% | -3.3% | -2.3% |
| 3M | -8.7% | +13.6% | -22.3% | -15.3% |
| 6M | +136.3% | +27.9% | +108.5% | +107.0% |
| YTD | +123.0% | +35.6% | +87.4% | +89.1% |
| 1Y | +195.2% | +48.5% | +146.7% | +138.3% |
| 3Y | +336.3% | +66.9% | +269.5% | +230.1% |
| 5Y | +334.5% | +111.0% | +223.5% | +197.3% |
| All | +6,882.0% | +246.6% | +6,635.4% | +3,451.7% |
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