-99.9%
AMIX vs PFG
+59.3%
-159.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.6% |
| 7D | +11.4% | +3.0% | +8.5% | +10.3% |
| 30D | -40.5% | +8.2% | -48.7% | -42.2% |
| 3M | -80.1% | +2.7% | -82.8% | -80.3% |
| 6M | -74.8% | +17.2% | -92.0% | -76.3% |
| YTD | -84.0% | +34.8% | -118.7% | -85.7% |
| 1Y | -89.7% | +43.6% | -133.3% | -91.1% |
| All | -99.9% | +59.3% | -159.3% | -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