+528.2%
AMKR vs PFGC
+292.9%
+235.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.6% |
| 7D | +8.3% | -4.8% | +13.0% | +10.0% |
| 30D | -6.8% | -12.5% | +5.8% | -2.6% |
| 3M | -31.9% | -9.7% | -22.2% | -30.3% |
| 6M | +18.4% | +7.0% | +11.3% | +14.1% |
| YTD | +31.7% | +4.5% | +27.2% | +27.0% |
| 1Y | +105.2% | -11.6% | +116.8% | +109.1% |
| 3Y | +147.7% | +58.5% | +89.2% | +106.2% |
| 5Y | +99.4% | +112.6% | -13.2% | +49.4% |
| All | +528.2% | +292.9% | +235.3% | +261.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling