+431.3%
AME vs PFG
+195.4%
+235.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -4.1% | +3.0% | -7.1% | -5.6% |
| 30D | -4.1% | +8.2% | -12.3% | -7.9% |
| 3M | -5.6% | +2.7% | -8.3% | -7.3% |
| 6M | +2.8% | +17.2% | -14.4% | -5.9% |
| YTD | +16.6% | +34.8% | -18.1% | -0.8% |
| 1Y | +21.1% | +43.6% | -22.5% | -0.4% |
| 3Y | +61.1% | +85.4% | -24.3% | +14.3% |
| 5Y | +76.6% | +102.2% | -25.6% | +16.0% |
| 10Y | +431.3% | +190.2% | +241.1% | +143.0% |
| All | +431.3% | +195.4% | +235.9% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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