+211.7%
AEP vs PFGC
+351.0%
-139.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +2.9% | +3.4% | -0.5% | +2.6% |
| 30D | +3.2% | +16.9% | -13.7% | +2.0% |
| 3M | +3.8% | +6.4% | -2.6% | +3.3% |
| 6M | +2.5% | +16.0% | -13.5% | +1.3% |
| YTD | +15.5% | +23.6% | -8.2% | +13.4% |
| 1Y | +9.6% | +16.6% | -7.0% | +8.1% |
| 3Y | +91.2% | +82.3% | +8.9% | +81.8% |
| 5Y | +88.2% | +138.7% | -50.5% | +74.6% |
| All | +211.7% | +351.0% | -139.3% | +197.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling