-99.9%
AMIX vs PFGC
+55.0%
-154.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -25.5% | +12.5% | -37.9% | -23.9% |
| 30D | -56.2% | +17.0% | -73.2% | -55.0% |
| 3M | -87.4% | -2.1% | -85.4% | -87.5% |
| 6M | -80.9% | +25.9% | -106.8% | -81.6% |
| YTD | -86.8% | +22.0% | -108.8% | -87.3% |
| 1Y | -91.3% | +14.8% | -106.2% | -91.6% |
| All | -99.9% | +55.0% | -154.9% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling