+374.7%
AMDL vs PFG
+51.4%
+323.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.5% | +10.7% | +9.5% |
| 7D | +4.5% | +5.5% | -1.0% | +3.1% |
| 30D | -4.4% | +2.4% | -6.8% | -4.9% |
| 3M | -30.5% | +13.6% | -44.1% | -35.3% |
| 6M | +300.9% | +27.9% | +273.0% | +243.3% |
| YTD | +219.9% | +35.6% | +184.4% | +167.3% |
| 1Y | +374.7% | +48.5% | +326.2% | +287.9% |
| All | +374.7% | +51.4% | +323.3% | +287.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling