+199.0%
AMD vs PFG
+91.4%
+107.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.7% | +12.1% |
| 7D | -11.0% | -0.6% | -10.4% | -10.4% |
| 30D | -30.5% | +2.0% | -32.5% | -31.2% |
| 3M | -8.2% | -3.2% | -5.1% | -6.8% |
| 6M | +6.6% | +10.9% | -4.4% | -2.9% |
| YTD | +109.7% | +28.8% | +80.8% | +71.1% |
| 1Y | +88.9% | +39.2% | +49.7% | +45.6% |
| 3Y | +301.8% | +75.0% | +226.8% | +152.6% |
| All | +199.0% | +91.4% | +107.6% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling