-2.4%
PG vs AMIX
-99.9%
+97.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.4% | +1.6% | -4.9% | -3.4% |
| 30D | -2.6% | -50.8% | +48.2% | -2.4% |
| 3M | -3.3% | -46.3% | +42.9% | -4.1% |
| 6M | -6.7% | -49.9% | +43.1% | -7.5% |
| YTD | +1.7% | -60.4% | +62.2% | +0.8% |
| 1Y | -7.9% | -81.7% | +73.8% | -8.8% |
| All | -2.4% | -99.9% | +97.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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