+237.1%
AEIS vs PFGC
+111.7%
+125.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | +6.5% | -3.7% | +10.2% | +8.3% |
| 30D | -9.2% | -16.0% | +6.8% | -1.7% |
| 3M | -8.3% | -4.1% | -4.2% | -8.1% |
| 6M | -6.3% | +8.7% | -15.0% | -12.6% |
| YTD | +36.5% | +6.4% | +30.2% | +28.2% |
| 1Y | +84.8% | -8.4% | +93.1% | +86.7% |
| 3Y | +176.6% | +61.8% | +114.8% | +106.5% |
| 5Y | +237.1% | +108.7% | +128.4% | +120.1% |
| All | +237.1% | +111.7% | +125.4% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling