+268.3%
AMD vs PFGC
+122.2%
+146.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +3.3% | +11.5% | +13.0% |
| 7D | +6.5% | +15.0% | -8.5% | -1.6% |
| 30D | -15.3% | +17.0% | -32.3% | -23.0% |
| 3M | +9.7% | -2.5% | +12.2% | +10.0% |
| 6M | +13.2% | +19.2% | -6.0% | -0.6% |
| YTD | +140.6% | +23.4% | +117.1% | +107.1% |
| 1Y | +111.2% | +13.9% | +97.3% | +90.0% |
| 3Y | +334.4% | +82.0% | +252.4% | +186.2% |
| 5Y | +268.3% | +128.7% | +139.7% | +97.4% |
| All | +268.3% | +122.2% | +146.1% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling