+438.3%
AME vs PFGC
+346.1%
+92.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +8.1% | +0.3% | +7.8% | +8.0% |
| 30D | -3.8% | +16.1% | -19.9% | -7.6% |
| 3M | -6.6% | +2.4% | -9.0% | -7.7% |
| 6M | +4.6% | +15.7% | -11.1% | 0.0% |
| YTD | +17.9% | +22.3% | -4.3% | +10.8% |
| 1Y | +23.2% | +13.9% | +9.4% | +17.7% |
| 3Y | +62.9% | +80.3% | -17.4% | +38.0% |
| 5Y | +77.5% | +136.1% | -58.6% | +38.1% |
| All | +438.3% | +346.1% | +92.2% | +280.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling