-91.6%
AMIX vs PFGC
+13.7%
-105.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | -1.2% |
| 7D | -16.0% | +8.5% | -24.6% | -11.5% |
| 30D | -55.4% | +15.0% | -70.4% | -51.0% |
| 3M | -87.5% | -6.2% | -81.3% | -88.5% |
| 6M | -81.2% | +15.7% | -96.9% | -82.1% |
| YTD | -86.8% | +19.6% | -106.4% | -87.2% |
| 1Y | -91.6% | +13.2% | -104.8% | -92.4% |
| All | -91.6% | +13.7% | -105.3% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling