-99.8%
AMIX vs PFGC
+39.4%
-139.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -2.0% |
| 7D | -13.7% | -2.2% | -11.5% | -14.0% |
| 30D | -62.1% | -11.9% | -50.1% | -62.9% |
| 3M | -46.2% | +5.0% | -51.2% | -48.8% |
| 6M | -46.4% | +8.6% | -55.0% | -49.2% |
| YTD | -60.3% | +9.7% | -69.9% | -62.5% |
| 1Y | -79.7% | -6.3% | -73.4% | -80.3% |
| All | -99.8% | +39.4% | -139.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling