+409.4%
PFGC vs AMP
+549.4%
-140.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.4% |
| 7D | -2.4% | +2.6% | -5.0% | -4.0% |
| 30D | -15.8% | +0.8% | -16.6% | -16.3% |
| 3M | -0.6% | +24.3% | -24.9% | -13.7% |
| 6M | +10.7% | +20.6% | -9.9% | -2.6% |
| YTD | +7.6% | +14.6% | -7.0% | -3.3% |
| 1Y | -7.8% | +14.5% | -22.4% | -17.6% |
| 3Y | +63.7% | +67.9% | -4.2% | +11.3% |
| 5Y | +112.3% | +122.5% | -10.2% | +16.7% |
| 10Y | +286.7% | +573.3% | -286.6% | +31.5% |
| All | +409.4% | +549.4% | -140.0% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling