+142.4%
AMT vs PFGC
+351.0%
-208.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +1.5% | +3.4% | -1.9% | +1.1% |
| 30D | +6.8% | +16.9% | -10.1% | +4.9% |
| 3M | +11.2% | +6.4% | +4.8% | +10.3% |
| 6M | +12.5% | +16.0% | -3.5% | +10.4% |
| YTD | +12.5% | +23.6% | -11.1% | +9.4% |
| 1Y | +10.1% | +16.6% | -6.5% | +7.8% |
| 3Y | +16.0% | +82.3% | -66.3% | +7.2% |
| 5Y | -17.2% | +138.7% | -155.9% | -26.3% |
| All | +142.4% | +351.0% | -208.5% | +108.4% |
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