+170.5%
AEP vs PFGC
+292.9%
-122.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.9% | -4.8% | +3.8% | -0.6% |
| 30D | -1.1% | -12.5% | +11.5% | -0.1% |
| 3M | -3.3% | -9.7% | +6.4% | -2.6% |
| 6M | -4.6% | +7.0% | -11.7% | -5.3% |
| YTD | +9.4% | +4.5% | +4.9% | +8.8% |
| 1Y | +16.9% | -11.6% | +28.5% | +17.6% |
| 3Y | +76.6% | +58.5% | +18.1% | +69.6% |
| 5Y | +66.2% | +112.6% | -46.4% | +55.4% |
| All | +170.5% | +292.9% | -122.4% | +155.2% |
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