-18.3%
AMRZ vs PFGC
+29.6%
-47.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | 0.0% | +15.0% | -15.1% | -4.6% |
| 30D | +15.9% | +17.0% | -1.1% | +10.1% |
| 3M | -9.2% | -2.5% | -6.7% | -9.1% |
| 6M | -20.3% | +19.2% | -39.5% | -25.0% |
| YTD | -21.5% | +23.4% | -44.9% | -27.8% |
| 1Y | -12.9% | +13.9% | -26.7% | -18.4% |
| All | -18.3% | +29.6% | -47.9% | -24.9% |
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