+4,086.3%
AMD vs PFG
+978.4%
+3,107.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.8% | -13.4% | -15.6% |
| 7D | -28.6% | -0.7% | -27.9% | -28.2% |
| 30D | -37.7% | +2.8% | -40.6% | -38.4% |
| 3M | -16.1% | -1.0% | -15.1% | -16.0% |
| 6M | +13.8% | +13.6% | +0.2% | +6.5% |
| YTD | +88.8% | +31.1% | +57.8% | +65.5% |
| 1Y | +57.8% | +43.8% | +14.0% | +32.5% |
| 3Y | +260.3% | +75.0% | +185.2% | +176.5% |
| 5Y | +196.6% | +95.2% | +101.4% | +118.1% |
| 10Y | +6,064.6% | +207.5% | +5,857.1% | +3,315.8% |
| All | +4,086.3% | +978.4% | +3,107.9% | +962.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling