+388.2%
AME vs PFGC
+419.1%
-30.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +0.6% | -2.2% | +2.8% | +1.1% |
| 30D | -6.7% | -11.9% | +5.2% | -4.0% |
| 3M | +4.1% | +5.0% | -0.9% | +2.5% |
| 6M | +1.6% | +8.6% | -7.0% | -0.8% |
| YTD | +16.1% | +9.7% | +6.5% | +12.7% |
| 1Y | +27.3% | -6.3% | +33.6% | +28.0% |
| 3Y | +50.9% | +58.2% | -7.4% | +32.9% |
| 5Y | +81.4% | +110.4% | -29.1% | +46.3% |
| 10Y | +417.0% | +272.8% | +144.2% | +263.8% |
| All | +388.2% | +419.1% | -30.9% | +222.0% |
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