+2,782.7%
AEM vs PFG
+1,015.3%
+1,767.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.0% |
| 7D | -0.5% | +5.5% | -6.0% | -1.1% |
| 30D | +24.0% | +2.4% | +21.7% | +23.7% |
| 3M | +16.1% | +13.6% | +2.5% | +14.4% |
| 6M | -11.6% | +27.9% | -39.5% | -14.0% |
| YTD | +21.5% | +35.6% | -14.0% | +17.4% |
| 1Y | +39.2% | +48.5% | -9.3% | +33.0% |
| 3Y | +347.4% | +66.9% | +280.6% | +319.9% |
| 5Y | +290.1% | +111.0% | +179.2% | +254.7% |
| 10Y | +357.8% | +244.5% | +113.3% | +276.7% |
| All | +2,782.7% | +1,015.3% | +1,767.4% | +1,677.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling