+716.4%
AEP vs PFG
+1,015.3%
-298.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.1% |
| 7D | +1.8% | +5.5% | -3.7% | +0.8% |
| 30D | -0.8% | +2.4% | -3.2% | -1.3% |
| 3M | -1.8% | +13.6% | -15.4% | -4.2% |
| 6M | -5.4% | +27.9% | -33.2% | -9.6% |
| YTD | +10.4% | +35.6% | -25.1% | +4.2% |
| 1Y | +18.2% | +48.5% | -30.3% | +9.5% |
| 3Y | +79.0% | +66.9% | +12.1% | +60.9% |
| 5Y | +64.8% | +111.0% | -46.1% | +40.5% |
| 10Y | +170.8% | +244.5% | -73.6% | +100.4% |
| All | +716.4% | +1,015.3% | -298.9% | +284.3% |
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