-99.9%
AMIX vs PFG
+58.5%
-158.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +4.0% | +7.8% | +10.3% |
| 7D | +1.2% | +2.3% | -1.1% | +0.4% |
| 30D | -45.3% | +7.6% | -52.9% | -46.8% |
| 3M | -83.1% | +2.5% | -85.6% | -83.3% |
| 6M | -76.9% | +16.6% | -93.5% | -78.2% |
| YTD | -85.3% | +34.1% | -119.3% | -86.8% |
| 1Y | -89.8% | +44.1% | -133.9% | -91.2% |
| All | -99.9% | +58.5% | -158.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling