-29.8%
AMDL vs PFG
-3.6%
-26.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -1.7% | +24.0% | +22.6% |
| 7D | -26.2% | -0.6% | -25.6% | -22.3% |
| 30D | -57.1% | +2.0% | -59.1% | -53.4% |
| 3M | -29.8% | -3.2% | -26.7% | -27.9% |
| All | -29.8% | -3.6% | -26.2% | -27.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling