-76.0%
PCG vs AEE
+222.5%
-298.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.4% |
| 7D | +2.2% | +1.7% | +0.5% | +0.9% |
| 30D | +0.8% | +9.7% | -9.0% | -5.9% |
| 3M | -23.8% | +5.9% | -29.7% | -26.9% |
| 6M | -19.6% | +6.7% | -26.3% | -23.4% |
| YTD | -16.7% | +17.4% | -34.1% | -25.8% |
| 1Y | -19.4% | +12.7% | -32.0% | -26.0% |
| 3Y | -18.3% | +68.2% | -86.5% | -44.1% |
| 5Y | +10.4% | +57.3% | -46.9% | -21.9% |
| All | -76.0% | +222.5% | -298.5% | -89.3% |
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