+155.2%
AEIS vs PFGC
+82.3%
+72.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -6.9% | +15.0% | -21.9% | -11.6% |
| 30D | -23.2% | +17.0% | -40.2% | -28.1% |
| 3M | -29.5% | -2.5% | -27.0% | -28.5% |
| 6M | -37.9% | +19.2% | -57.1% | -44.5% |
| YTD | +6.0% | +23.4% | -17.5% | -8.2% |
| 1Y | +1.2% | +13.9% | -12.6% | -7.9% |
| All | +155.2% | +82.3% | +72.9% | +66.3% |
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