-95.0%
AAOX vs PFGC
+34.4%
-129.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +1.1% | -11.9% | -9.9% |
| 7D | -3.4% | +3.4% | -6.8% | -1.0% |
| 30D | -72.8% | +16.9% | -89.8% | -68.2% |
| 3M | -90.7% | +6.4% | -97.1% | -90.1% |
| 6M | -98.2% | +16.0% | -114.2% | -98.0% |
| All | -95.0% | +34.4% | -129.4% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling