+82.3%
PFGC vs AMP
+61.6%
+20.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.6% |
| 7D | +3.4% | +3.9% | -0.5% | +1.8% |
| 30D | +16.9% | +5.1% | +11.8% | +14.7% |
| 3M | +6.4% | -8.7% | +15.1% | +10.0% |
| 6M | +16.0% | +11.4% | +4.6% | +10.3% |
| YTD | +23.6% | +7.3% | +16.3% | +18.2% |
| 1Y | +16.6% | +14.6% | +2.0% | +7.5% |
| 3Y | +82.3% | +61.2% | +21.0% | +36.6% |
| All | +82.3% | +61.6% | +20.7% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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