+105.4%
AMT vs PFGC
+287.3%
-181.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +1.5% | -3.7% | +5.2% | +1.9% |
| 30D | +3.7% | -16.0% | +19.7% | +5.8% |
| 3M | -7.2% | -4.1% | -3.1% | -6.8% |
| 6M | -4.2% | +8.7% | -12.9% | -5.2% |
| YTD | +1.9% | +6.4% | -4.5% | +0.9% |
| 1Y | -6.4% | -8.4% | +2.0% | -5.8% |
| 3Y | +7.7% | +61.8% | -54.0% | +0.8% |
| 5Y | -30.9% | +108.7% | -139.6% | -37.8% |
| 10Y | +105.4% | +298.1% | -192.7% | +75.2% |
| All | +105.4% | +287.3% | -181.9% | +75.2% |
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