+485.1%
PFGC vs AMP
+508.1%
-23.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.4% |
| 7D | +3.4% | +3.9% | -0.5% | +1.0% |
| 30D | +16.9% | +5.1% | +11.8% | +13.6% |
| 3M | +6.4% | -8.7% | +15.1% | +12.3% |
| 6M | +16.0% | +11.4% | +4.6% | +7.4% |
| YTD | +23.6% | +7.3% | +16.3% | +15.4% |
| 1Y | +16.6% | +14.6% | +2.0% | +4.2% |
| 3Y | +82.3% | +61.2% | +21.0% | +27.0% |
| 5Y | +138.7% | +81.0% | +57.7% | +50.1% |
| 10Y | +352.8% | +468.0% | -115.2% | +61.3% |
| All | +485.1% | +508.1% | -23.0% | +116.0% |
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