+95.0%
AMT vs PFG
+239.4%
-144.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -0.2% | +6.0% | -6.2% | -1.6% |
| 30D | +1.8% | +2.2% | -0.4% | +1.3% |
| 3M | -6.2% | +10.4% | -16.5% | -8.4% |
| 6M | -5.0% | +27.8% | -32.8% | -10.4% |
| YTD | +2.1% | +33.6% | -31.6% | -5.0% |
| 1Y | -5.7% | +49.3% | -55.0% | -14.7% |
| 3Y | +7.9% | +69.7% | -61.8% | -6.9% |
| 5Y | -32.3% | +111.3% | -143.7% | -45.0% |
| 10Y | +95.0% | +240.3% | -145.3% | +25.9% |
| All | +95.0% | +239.4% | -144.4% | +25.9% |
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