-18.3%
AMRZ vs PFG
+58.5%
-76.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.3% |
| 7D | 0.0% | +3.0% | -3.0% | -1.4% |
| 30D | +15.9% | +8.2% | +7.7% | +11.8% |
| 3M | -9.2% | +2.7% | -11.8% | -10.5% |
| 6M | -20.3% | +17.2% | -37.5% | -26.9% |
| YTD | -21.5% | +34.8% | -56.2% | -32.7% |
| 1Y | -12.9% | +43.6% | -56.4% | -26.7% |
| All | -18.3% | +58.5% | -76.8% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling