+145.7%
AMDL vs PFG
+49.4%
+96.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.5% | +13.4% | +13.5% |
| 7D | +103.5% | +0.1% | +103.4% | +103.1% |
| 30D | -18.3% | +5.0% | -23.3% | -20.7% |
| 3M | +20.1% | +0.1% | +20.0% | +20.0% |
| 6M | +15.9% | +13.8% | +2.1% | -6.0% |
| YTD | +303.0% | +31.2% | +271.8% | +169.2% |
| 1Y | +164.0% | +37.1% | +126.9% | +65.5% |
| All | +145.7% | +49.4% | +96.2% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling