+178.2%
AMDL vs PFG
+41.5%
+136.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -1.1% | +15.4% | +14.8% |
| 7D | +18.5% | -2.2% | +20.7% | +20.0% |
| 30D | -24.2% | +6.4% | -30.6% | -23.7% |
| 3M | +11.5% | +2.2% | +9.2% | +11.6% |
| 6M | -1.0% | +16.3% | -17.3% | -13.1% |
| YTD | +260.3% | +33.2% | +227.0% | +179.6% |
| 1Y | +178.2% | +40.6% | +137.5% | +104.1% |
| All | +178.2% | +41.5% | +136.6% | +104.1% |
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