+335.2%
AEIS vs PFGC
+351.0%
-15.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.3% |
| 7D | +11.5% | +3.4% | +8.1% | +10.4% |
| 30D | -15.8% | +16.9% | -32.7% | -21.0% |
| 3M | -33.3% | +6.4% | -39.7% | -35.5% |
| 6M | -35.2% | +16.0% | -51.2% | -39.8% |
| YTD | +5.0% | +23.6% | -18.6% | -5.0% |
| 1Y | +8.5% | +16.6% | -8.1% | 0.0% |
| 3Y | +152.9% | +82.3% | +70.6% | +100.1% |
| 5Y | +144.6% | +138.7% | +5.9% | +74.8% |
| All | +335.2% | +351.0% | -15.8% | +149.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling