+44.9%
AMZN vs PFG
+109.8%
-64.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -1.0% | +3.2% | -4.2% | -2.7% |
| 30D | -9.2% | +0.9% | -10.2% | -9.8% |
| 3M | +3.4% | +7.7% | -4.4% | -1.0% |
| 6M | +18.2% | +29.0% | -10.7% | +2.8% |
| YTD | +9.3% | +32.5% | -23.1% | -6.6% |
| 1Y | +5.9% | +47.3% | -41.4% | -15.0% |
| 3Y | +82.6% | +68.2% | +14.4% | +33.8% |
| 5Y | +44.9% | +108.5% | -63.6% | -7.3% |
| All | +44.9% | +109.8% | -64.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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