+334.4%
AMD vs PFG
+86.4%
+248.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.6% | +10.2% | +12.3% |
| 7D | +6.5% | +3.0% | +3.5% | +5.4% |
| 30D | -15.3% | +8.2% | -23.4% | -18.2% |
| 3M | +9.7% | +2.7% | +7.0% | +8.0% |
| 6M | +13.2% | +17.2% | -4.0% | +1.5% |
| YTD | +140.6% | +34.8% | +105.8% | +96.8% |
| 1Y | +111.2% | +43.6% | +67.6% | +65.5% |
| 3Y | +334.4% | +85.4% | +249.0% | +190.6% |
| All | +334.4% | +86.4% | +248.0% | +190.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling