+408.7%
AEM vs PFG
+184.0%
+224.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -6.8% | +2.4% | -9.2% | -7.0% |
| 30D | +0.8% | +5.9% | -5.1% | +0.5% |
| 3M | -0.8% | -0.4% | -0.4% | -0.8% |
| 6M | -8.5% | +14.8% | -23.4% | -9.1% |
| YTD | +5.9% | +31.9% | -26.0% | +4.6% |
| 1Y | +6.6% | +38.8% | -32.2% | +5.0% |
| 3Y | +302.2% | +82.4% | +219.8% | +291.9% |
| 5Y | +250.8% | +94.7% | +156.1% | +243.9% |
| All | +408.7% | +184.0% | +224.7% | +410.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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