+374.7%
AMDL vs PFGC
-5.1%
+379.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.5% | +9.7% | +9.5% |
| 7D | +4.5% | -2.2% | +6.7% | +5.8% |
| 30D | -4.4% | -11.9% | +7.5% | +2.0% |
| 3M | -30.5% | +5.0% | -35.5% | -37.8% |
| 6M | +300.9% | +8.6% | +292.3% | +245.5% |
| YTD | +219.9% | +9.7% | +210.2% | +210.5% |
| 1Y | +374.7% | -6.3% | +381.0% | +290.3% |
| All | +374.7% | -5.1% | +379.8% | +290.3% |
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