+84.8%
AME vs PFG
+110.7%
-25.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.6% |
| 7D | +2.8% | +6.0% | -3.2% | +0.1% |
| 30D | -6.3% | +2.2% | -8.5% | -7.3% |
| 3M | +5.4% | +10.4% | -5.0% | +0.5% |
| 6M | +7.4% | +27.8% | -20.3% | -4.1% |
| YTD | +16.2% | +33.6% | -17.5% | +1.4% |
| 1Y | +26.8% | +49.3% | -22.5% | +5.2% |
| 3Y | +57.5% | +69.7% | -12.2% | +22.0% |
| 5Y | +84.8% | +111.3% | -26.5% | +27.9% |
| All | +84.8% | +110.7% | -25.9% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling