-23.8%
PCG vs AMDL
+341.0%
-364.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.2% | -6.8% | +2.5% |
| 7D | -13.9% | +4.5% | -18.4% | -13.8% |
| 30D | -16.9% | -4.4% | -12.5% | -16.9% |
| 3M | -14.7% | -30.5% | +15.8% | -14.9% |
| 6M | -23.8% | +300.9% | -324.7% | -30.1% |
| All | -23.8% | +341.0% | -364.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 6mo: compounded portfolio wealth divided by compounded AMDL 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…
6mo analysis · Full analysis span regression · 6 months rolling