+85.2%
AME vs PFGC
+111.7%
-26.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +1.3% | -3.7% | +5.0% | +2.3% |
| 30D | -6.6% | -16.0% | +9.4% | -2.3% |
| 3M | +3.0% | -4.1% | +7.1% | +3.6% |
| 6M | +5.3% | +8.7% | -3.4% | +2.2% |
| YTD | +15.4% | +6.4% | +9.1% | +12.2% |
| 1Y | +26.8% | -8.4% | +35.2% | +28.3% |
| 3Y | +56.5% | +61.8% | -5.2% | +33.9% |
| 5Y | +85.2% | +108.7% | -23.5% | +45.9% |
| All | +85.2% | +111.7% | -26.4% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling