+390.2%
AME vs PFGC
+484.2%
-94.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -4.1% | +15.0% | -19.1% | -7.5% |
| 30D | -4.1% | +17.0% | -21.1% | -8.0% |
| 3M | -5.6% | -2.5% | -3.2% | -5.6% |
| 6M | +2.8% | +19.2% | -16.4% | -2.2% |
| YTD | +16.6% | +23.4% | -6.8% | +9.5% |
| 1Y | +21.1% | +13.9% | +7.2% | +15.8% |
| 3Y | +61.1% | +82.0% | -20.9% | +36.8% |
| 5Y | +76.6% | +128.7% | -52.1% | +39.3% |
| 10Y | +431.3% | +361.5% | +69.8% | +257.7% |
| All | +390.2% | +484.2% | -94.0% | +212.9% |
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 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