+109.1%
AMDL vs PFGC
+12.5%
+96.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.5% | -11.9% | -3.4% |
| 7D | -30.7% | +13.9% | -44.6% | -34.9% |
| 30D | -43.8% | +18.4% | -62.1% | -48.8% |
| 3M | -24.5% | -2.5% | -22.0% | -21.9% |
| 6M | +44.7% | +26.0% | +18.7% | +10.3% |
| YTD | +204.0% | +21.9% | +182.1% | +177.3% |
| 1Y | +109.1% | +13.4% | +95.7% | +74.9% |
| All | +109.1% | +12.5% | +96.6% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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