-16.6%
AMRZ vs PFGC
+30.5%
-47.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +1.0% |
| 7D | -1.1% | +10.8% | -12.0% | -4.5% |
| 30D | +18.3% | +17.8% | +0.5% | +12.2% |
| 3M | -8.0% | -2.7% | -5.2% | -7.9% |
| 6M | -18.7% | +20.0% | -38.7% | -23.7% |
| YTD | -19.8% | +24.3% | -44.1% | -26.5% |
| 1Y | -12.3% | +13.2% | -25.5% | -17.8% |
| All | -16.6% | +30.5% | -47.1% | -23.5% |
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