-99.9%
AMIX vs PFG
+57.6%
-157.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -1.1% | -18.9% | -19.6% |
| 7D | -8.1% | -2.2% | -5.8% | -7.1% |
| 30D | -52.3% | +6.4% | -58.6% | -53.2% |
| 3M | -83.8% | +2.2% | -86.0% | -83.9% |
| 6M | -79.0% | +16.3% | -95.2% | -80.1% |
| YTD | -87.2% | +33.2% | -120.4% | -88.5% |
| 1Y | -91.7% | +40.6% | -132.3% | -92.7% |
| All | -99.9% | +57.6% | -157.5% | -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