-99.8%
AMIX vs PFG
+60.3%
-160.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -13.7% | +5.5% | -19.2% | -15.4% |
| 30D | -62.1% | +2.4% | -64.4% | -62.4% |
| 3M | -46.2% | +13.6% | -59.7% | -48.8% |
| 6M | -46.4% | +27.9% | -74.3% | -51.2% |
| YTD | -60.3% | +35.6% | -95.8% | -64.5% |
| 1Y | -79.7% | +48.5% | -128.1% | -82.7% |
| All | -99.8% | +60.3% | -160.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling