+54.7%
AME vs PFG
+70.7%
-16.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.1% |
| 7D | +0.6% | +5.5% | -4.9% | -1.7% |
| 30D | -6.7% | +2.4% | -9.1% | -7.7% |
| 3M | +4.1% | +13.6% | -9.5% | -1.9% |
| 6M | +1.6% | +27.9% | -26.3% | -9.3% |
| YTD | +16.1% | +35.6% | -19.4% | +0.8% |
| 1Y | +27.3% | +48.5% | -21.1% | +5.9% |
| All | +54.7% | +70.7% | -16.0% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling