-18.5%
AMRZ vs PFGC
+25.5%
-43.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | +1.2% | +8.5% | -7.3% | -1.6% |
| 30D | +15.1% | +15.0% | +0.1% | +10.0% |
| 3M | -18.1% | -6.2% | -11.9% | -17.0% |
| 6M | -23.5% | +15.7% | -39.2% | -27.3% |
| YTD | -21.6% | +19.6% | -41.2% | -27.2% |
| 1Y | -14.7% | +13.2% | -27.9% | -20.0% |
| All | -18.5% | +25.5% | -43.9% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling