+2,168.6%
AMP vs PFG
+361.9%
+1,806.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.3% |
| 7D | +2.6% | +6.0% | -3.4% | -1.6% |
| 30D | +0.8% | +2.2% | -1.4% | -0.8% |
| 3M | +24.3% | +10.4% | +13.9% | +15.8% |
| 6M | +20.6% | +27.8% | -7.2% | +1.5% |
| YTD | +14.6% | +33.6% | -19.0% | -6.4% |
| 1Y | +14.5% | +49.3% | -34.8% | -13.5% |
| 3Y | +67.9% | +69.7% | -1.8% | +15.3% |
| 5Y | +122.5% | +111.3% | +11.2% | +31.8% |
| 10Y | +573.3% | +240.3% | +333.0% | +196.3% |
| All | +2,168.6% | +361.9% | +1,806.7% | +506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling