+105.2%
AMKR vs PFGC
-10.1%
+115.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.4% |
| 7D | +8.3% | -4.8% | +13.0% | +7.9% |
| 30D | -6.8% | -12.5% | +5.8% | -7.7% |
| 3M | -31.9% | -9.7% | -22.2% | -33.5% |
| 6M | +18.4% | +7.0% | +11.3% | +12.0% |
| YTD | +31.7% | +4.5% | +27.2% | +27.1% |
| 1Y | +105.2% | -11.6% | +116.8% | +94.1% |
| All | +105.2% | -10.1% | +115.3% | +94.1% |
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