+102.5%
AMDL vs PFGC
+46.1%
+56.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +1.1% | -18.7% | -18.5% |
| 7D | +37.2% | +3.4% | +33.8% | +33.9% |
| 30D | -24.0% | +16.9% | -41.0% | -35.4% |
| 3M | -1.0% | +6.4% | -7.4% | -7.9% |
| 6M | -3.2% | +16.0% | -19.2% | -23.1% |
| YTD | +232.2% | +23.6% | +208.6% | +155.0% |
| 1Y | +137.7% | +16.6% | +121.1% | +91.8% |
| All | +102.5% | +46.1% | +56.4% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling