+236.8%
AEP vs PFGC
+485.3%
-248.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +0.7% | +1.5% | -0.8% | +0.6% |
| 30D | +4.8% | +17.4% | -12.6% | +3.5% |
| 3M | +5.4% | -2.4% | +7.8% | +5.4% |
| 6M | +0.4% | +18.2% | -17.8% | -1.1% |
| YTD | +15.5% | +23.7% | -8.2% | +13.3% |
| 1Y | +8.5% | +15.0% | -6.4% | +7.0% |
| 3Y | +84.6% | +82.3% | +2.3% | +75.0% |
| 5Y | +86.9% | +131.9% | -45.0% | +72.8% |
| 10Y | +205.1% | +353.0% | -147.8% | +176.9% |
| All | +236.8% | +485.3% | -248.5% | +190.4% |
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