+879.0%
AEM vs PFGC
+419.1%
+459.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -0.5% | -2.2% | +1.7% | -0.4% |
| 30D | +24.0% | -11.9% | +36.0% | +25.0% |
| 3M | +16.1% | +5.0% | +11.1% | +15.6% |
| 6M | -11.6% | +8.6% | -20.2% | -12.2% |
| YTD | +21.5% | +9.7% | +11.9% | +20.6% |
| 1Y | +39.2% | -6.3% | +45.5% | +39.4% |
| 3Y | +347.4% | +58.2% | +289.2% | +332.8% |
| 5Y | +290.1% | +110.4% | +179.7% | +269.6% |
| 10Y | +357.8% | +272.8% | +85.0% | +311.7% |
| All | +879.0% | +419.1% | +459.9% | +670.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling