+990.0%
AEIS vs PFGC
+419.1%
+570.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +3.0% | -2.2% | +5.2% | +3.7% |
| 30D | -14.6% | -11.9% | -2.7% | -11.1% |
| 3M | -12.4% | +5.0% | -17.4% | -14.8% |
| 6M | -15.0% | +8.6% | -23.6% | -18.3% |
| YTD | +34.3% | +9.7% | +24.6% | +28.2% |
| 1Y | +87.4% | -6.3% | +93.7% | +88.1% |
| 3Y | +139.8% | +58.2% | +81.6% | +101.9% |
| 5Y | +220.7% | +110.4% | +110.3% | +142.8% |
| 10Y | +531.6% | +272.8% | +258.8% | +281.5% |
| All | +990.0% | +419.1% | +570.9% | +497.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling