-75.2%
PCG vs AEE
+185.4%
-260.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.7% | +2.9% |
| 7D | +5.4% | +1.3% | +4.1% | +4.5% |
| 30D | -15.1% | -1.2% | -13.9% | -14.3% |
| 3M | -9.8% | +1.0% | -10.8% | -10.5% |
| 6M | -18.0% | -2.3% | -15.7% | -16.7% |
| YTD | -7.2% | +9.1% | -16.4% | -12.8% |
| 1Y | +2.9% | +10.6% | -7.7% | -4.2% |
| 3Y | -11.1% | +48.5% | -59.6% | -33.6% |
| 5Y | +61.8% | +39.9% | +21.9% | +24.4% |
| 10Y | -75.2% | +185.7% | -260.9% | -88.4% |
| All | -75.2% | +185.4% | -260.6% | -88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling