-32.3%
AMT vs PFGC
+110.5%
-142.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -0.2% | -2.4% | +2.3% | +0.2% |
| 30D | +1.8% | -15.8% | +17.6% | +4.5% |
| 3M | -6.2% | -0.6% | -5.6% | -6.2% |
| 6M | -5.0% | +10.7% | -15.7% | -6.8% |
| YTD | +2.1% | +7.6% | -5.6% | +0.4% |
| 1Y | -5.7% | -7.8% | +2.1% | -5.1% |
| 3Y | +7.9% | +63.7% | -55.8% | -3.2% |
| 5Y | -32.3% | +112.3% | -144.6% | -43.6% |
| All | -32.3% | +110.5% | -142.8% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling