+124.5%
AMT vs PFGC
+360.0%
-235.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.3% |
| 7D | +0.4% | +10.8% | -10.5% | -0.9% |
| 30D | +3.7% | +17.8% | -14.1% | +1.7% |
| 3M | +10.7% | -2.7% | +13.4% | +10.9% |
| 6M | +9.3% | +20.0% | -10.8% | +6.8% |
| YTD | +10.9% | +24.3% | -13.3% | +7.9% |
| 1Y | +10.5% | +13.2% | -2.7% | +8.5% |
| 3Y | +15.5% | +85.9% | -70.4% | +6.5% |
| 5Y | -20.6% | +141.0% | -161.6% | -29.5% |
| 10Y | +124.5% | +370.6% | -246.1% | +91.9% |
| All | +124.5% | +360.0% | -235.4% | +91.9% |
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