-99.9%
AMIX vs PFG
+56.0%
-155.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -9.9% | +2.4% | -12.2% | -10.4% |
| 30D | -52.8% | +5.9% | -58.6% | -53.6% |
| 3M | -80.0% | -0.4% | -79.6% | -80.0% |
| 6M | -80.2% | +14.8% | -95.1% | -81.2% |
| YTD | -88.1% | +31.9% | -120.1% | -89.3% |
| 1Y | -91.1% | +38.8% | -129.9% | -92.1% |
| All | -99.9% | +56.0% | -155.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling