-90.7%
AAOX vs PFGC
+3.9%
-94.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.1% | -9.9% | -11.5% |
| 7D | +22.0% | +0.3% | +21.8% | +21.7% |
| 30D | -76.8% | +16.1% | -93.0% | -76.6% |
| 3M | -90.7% | +2.4% | -93.1% | -88.7% |
| All | -90.7% | +3.9% | -94.7% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3mo: compounded portfolio wealth divided by compounded PFGC 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…
3mo analysis · Full analysis span regression · Available span rolling