+65.1%
AEP vs PFGC
+111.7%
-46.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +0.9% | -3.7% | +4.6% | +1.3% |
| 30D | +1.5% | -16.0% | +17.4% | +3.3% |
| 3M | -1.7% | -4.1% | +2.5% | -1.3% |
| 6M | -4.0% | +8.7% | -12.7% | -5.2% |
| YTD | +10.6% | +6.4% | +4.2% | +9.4% |
| 1Y | +18.6% | -8.4% | +27.0% | +19.2% |
| 3Y | +78.7% | +61.8% | +16.9% | +65.8% |
| 5Y | +65.1% | +108.7% | -43.6% | +47.2% |
| All | +65.1% | +111.7% | -46.6% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling