+753.5%
AEP vs PFG
+985.4%
-231.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.9% | +2.4% | +0.5% | +2.4% |
| 30D | +3.2% | +5.9% | -2.7% | +2.1% |
| 3M | +3.8% | -0.4% | +4.3% | +3.7% |
| 6M | +2.5% | +14.8% | -12.3% | -0.2% |
| YTD | +15.5% | +31.9% | -16.4% | +9.4% |
| 1Y | +9.6% | +38.8% | -29.2% | +2.8% |
| 3Y | +91.2% | +82.4% | +8.8% | +69.0% |
| 5Y | +88.2% | +94.7% | -6.5% | +62.7% |
| 10Y | +205.1% | +187.0% | +18.1% | +133.2% |
| All | +753.5% | +985.4% | -231.9% | +303.3% |
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