+6,882.0%
AMD vs PFGC
+283.5%
+6,598.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.8% |
| 7D | +2.6% | -2.2% | +4.8% | +3.1% |
| 30D | -0.9% | -11.9% | +11.0% | +2.2% |
| 3M | -8.7% | +5.0% | -13.7% | -10.4% |
| 6M | +136.3% | +8.6% | +127.7% | +130.4% |
| YTD | +123.0% | +9.7% | +113.3% | +117.0% |
| 1Y | +195.2% | -6.3% | +201.5% | +197.4% |
| 3Y | +336.3% | +58.2% | +278.1% | +287.4% |
| 5Y | +334.5% | +110.4% | +224.0% | +261.7% |
| All | +6,882.0% | +283.5% | +6,598.5% | +5,189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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