+90.9%
AMKR vs PFGC
+105.5%
-14.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.9% |
| 7D | +5.5% | -4.8% | +10.4% | +7.8% |
| 30D | -8.6% | -17.2% | +8.6% | -0.9% |
| 3M | -28.7% | -6.3% | -22.4% | -27.9% |
| 6M | +13.3% | +8.8% | +4.4% | +5.8% |
| YTD | +26.1% | +4.9% | +21.1% | +18.3% |
| 1Y | +101.2% | -9.5% | +110.7% | +103.4% |
| 3Y | +127.7% | +59.6% | +68.2% | +68.4% |
| 5Y | +90.9% | +113.5% | -22.6% | +18.6% |
| All | +90.9% | +105.5% | -14.6% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling