+16.0%
AMT vs PFGC
+82.6%
-66.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.2% |
| 6M | +12.5% | +16.0% | -3.5% | +10.6% |
| YTD | +12.5% | +23.6% | -11.1% | +9.7% |
| 1Y | +10.1% | +16.6% | -6.5% | +7.7% |
| 3Y | +16.0% | +82.3% | -66.3% | +1.3% |
| All | +16.0% | +82.6% | -66.6% | +1.3% |
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