+301.0%
AEM vs PFGC
+111.7%
+189.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +3.0% | -3.7% | +6.7% | +3.5% |
| 30D | +12.5% | -16.0% | +28.4% | +14.9% |
| 3M | +26.9% | -4.1% | +31.1% | +27.4% |
| 6M | -9.4% | +8.7% | -18.2% | -10.7% |
| YTD | +20.3% | +6.4% | +13.9% | +18.7% |
| 1Y | +33.8% | -8.4% | +42.2% | +34.3% |
| 3Y | +349.8% | +61.8% | +288.1% | +316.8% |
| 5Y | +301.0% | +108.7% | +192.3% | +255.2% |
| All | +301.0% | +111.7% | +189.3% | +255.2% |
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