+222.1%
AEP vs PFGC
+419.1%
-197.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | +1.8% | -2.2% | +4.0% | +2.0% |
| 30D | -0.8% | -11.9% | +11.1% | +0.1% |
| 3M | -1.8% | +5.0% | -6.8% | -2.3% |
| 6M | -5.4% | +8.6% | -14.0% | -6.1% |
| YTD | +10.4% | +9.7% | +0.8% | +9.4% |
| 1Y | +18.2% | -6.3% | +24.4% | +18.4% |
| 3Y | +79.0% | +58.2% | +20.7% | +71.5% |
| 5Y | +64.8% | +110.4% | -45.6% | +53.6% |
| 10Y | +170.8% | +272.8% | -101.9% | +150.6% |
| All | +222.1% | +419.1% | -197.0% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling