+331.1%
AMD vs PFGC
+60.5%
+270.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +5.0% |
| 7D | +2.6% | -2.2% | +4.8% | +3.7% |
| 30D | -0.9% | -11.9% | +11.0% | +5.4% |
| 3M | -8.7% | +5.0% | -13.7% | -13.2% |
| 6M | +136.3% | +8.6% | +127.7% | +120.4% |
| YTD | +123.0% | +9.7% | +113.3% | +107.5% |
| 1Y | +195.2% | -6.3% | +201.5% | +197.5% |
| All | +331.1% | +60.5% | +270.6% | +217.3% |
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