+393.0%
AME vs PFGC
+485.3%
-92.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.1% | +1.5% | -0.4% | +0.7% |
| 30D | -4.1% | +17.4% | -21.5% | -8.0% |
| 3M | -6.3% | -2.4% | -3.9% | -6.4% |
| 6M | +3.5% | +18.2% | -14.7% | -1.3% |
| YTD | +17.3% | +23.7% | -6.4% | +10.1% |
| 1Y | +22.0% | +15.0% | +7.1% | +16.5% |
| 3Y | +62.0% | +82.3% | -20.3% | +37.5% |
| 5Y | +78.5% | +131.9% | -53.4% | +40.4% |
| 10Y | +441.6% | +353.0% | +88.6% | +265.5% |
| All | +393.0% | +485.3% | -92.3% | +214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling