+302.2%
AEM vs PFG
+82.7%
+219.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -6.8% | +2.4% | -9.2% | -7.2% |
| 30D | +0.8% | +5.9% | -5.1% | -0.1% |
| 3M | -0.8% | -0.4% | -0.4% | -0.9% |
| 6M | -8.5% | +14.8% | -23.4% | -10.8% |
| YTD | +5.9% | +31.9% | -26.0% | +1.1% |
| 1Y | +6.6% | +38.8% | -32.2% | +1.1% |
| 3Y | +302.2% | +82.4% | +219.8% | +241.9% |
| All | +302.2% | +82.7% | +219.5% | +241.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling