+117.8%
AMDL vs PFGC
+27.2%
+90.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.9% | +13.5% | +13.5% |
| 7D | +19.9% | -2.4% | +22.4% | +22.6% |
| 30D | +6.3% | -15.8% | +22.0% | +25.1% |
| 3M | -9.9% | -0.6% | -9.3% | -14.6% |
| 6M | +394.3% | +10.7% | +383.6% | +315.1% |
| YTD | +257.3% | +7.6% | +249.7% | +217.8% |
| 1Y | +508.5% | -7.8% | +516.4% | +525.9% |
| All | +117.8% | +27.2% | +90.6% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling