+357.3%
AMD vs PFGC
+82.6%
+274.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.9% | -9.2% |
| 7D | +18.9% | +3.4% | +15.5% | +17.4% |
| 30D | -6.4% | +16.9% | -23.4% | -13.3% |
| 3M | +10.6% | +6.4% | +4.2% | +7.1% |
| 6M | +19.9% | +16.0% | +3.9% | +8.5% |
| YTD | +149.4% | +23.6% | +125.7% | +118.4% |
| 1Y | +115.4% | +16.6% | +98.8% | +93.8% |
| 3Y | +357.3% | +82.3% | +275.0% | +210.4% |
| All | +357.3% | +82.6% | +274.7% | +210.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling