+85.8%
AMDL vs PFG
+40.5%
+45.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -1.7% | +24.0% | +22.8% |
| 7D | -26.2% | -0.6% | -25.6% | -24.7% |
| 30D | -57.1% | +2.0% | -59.1% | -56.2% |
| 3M | -29.8% | -3.2% | -26.7% | -28.3% |
| 6M | -22.2% | +10.9% | -33.1% | -29.5% |
| YTD | +142.1% | +28.8% | +113.3% | +90.8% |
| 1Y | +85.8% | +39.2% | +46.7% | +32.4% |
| All | +85.8% | +40.5% | +45.4% | +32.4% |
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