+1.9%
AMKR vs PFGC
+12.5%
-10.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +13.5% | -18.7% | -3.1% |
| 7D | -15.5% | +13.9% | -29.4% | -13.6% |
| 30D | -34.7% | +18.4% | -53.1% | -33.1% |
| 3M | -36.1% | -2.5% | -33.5% | -35.7% |
| 6M | -49.6% | +26.0% | -75.6% | -51.1% |
| YTD | -9.2% | +21.9% | -31.1% | -9.2% |
| 1Y | +1.9% | +13.4% | -11.5% | +1.2% |
| All | +1.9% | +12.5% | -10.6% | +1.2% |
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