+249.0%
AEM vs PFGC
+138.1%
+110.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -6.8% | +3.4% | -10.3% | -7.3% |
| 30D | +0.8% | +16.9% | -16.1% | -1.5% |
| 3M | -0.8% | +6.4% | -7.2% | -2.0% |
| 6M | -8.5% | +16.0% | -24.5% | -10.8% |
| YTD | +5.9% | +23.6% | -17.7% | +2.2% |
| 1Y | +6.6% | +16.6% | -10.0% | +3.5% |
| 3Y | +302.2% | +82.3% | +219.9% | +265.2% |
| All | +249.0% | +138.1% | +110.9% | +201.2% |
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