+409.4%
PFGC vs AEE
+252.4%
+157.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.8% | -2.3% |
| 7D | -2.4% | +1.3% | -3.7% | -3.0% |
| 30D | -15.8% | -1.2% | -14.5% | -15.3% |
| 3M | -0.6% | +1.0% | -1.6% | -1.3% |
| 6M | +10.7% | -2.3% | +12.9% | +11.4% |
| YTD | +7.6% | +9.1% | -1.5% | +2.9% |
| 1Y | -7.8% | +10.6% | -18.4% | -12.4% |
| 3Y | +63.7% | +48.5% | +15.2% | +33.4% |
| 5Y | +112.3% | +39.9% | +72.4% | +75.9% |
| 10Y | +286.7% | +185.7% | +101.0% | +161.2% |
| All | +409.4% | +252.4% | +157.0% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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