-99.9%
AMIX vs PFG
+52.4%
-152.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -16.0% | -0.6% | -15.4% | -15.9% |
| 30D | -55.4% | +2.0% | -57.4% | -55.8% |
| 3M | -87.5% | -3.2% | -84.3% | -87.4% |
| 6M | -81.2% | +10.9% | -92.1% | -82.0% |
| YTD | -86.8% | +28.8% | -115.7% | -88.1% |
| 1Y | -91.6% | +39.2% | -130.8% | -92.7% |
| All | -99.9% | +52.4% | -152.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling