+137.2%
AMKR vs PFG
+68.8%
+68.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.4% | -4.1% |
| 7D | +5.5% | -3.0% | +8.5% | +7.5% |
| 30D | -8.6% | +2.5% | -11.1% | -10.4% |
| 3M | -28.7% | +6.1% | -34.8% | -32.7% |
| 6M | +13.3% | +31.3% | -18.0% | -9.6% |
| YTD | +26.1% | +33.6% | -7.5% | -1.1% |
| 1Y | +101.2% | +48.5% | +52.7% | +45.2% |
| All | +137.2% | +68.8% | +68.4% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling