-4.2%
PCG vs AEE
+10.4%
-14.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -3.9% |
| 7D | +6.5% | +1.1% | +5.4% | +5.6% |
| 30D | -16.7% | 0.0% | -16.7% | -16.6% |
| 3M | -14.2% | -0.9% | -13.3% | -14.0% |
| 6M | -21.5% | -2.4% | -19.1% | -20.2% |
| YTD | -11.2% | +8.6% | -19.8% | -17.9% |
| 1Y | -4.2% | +10.2% | -14.4% | -12.3% |
| All | -4.2% | +10.4% | -14.6% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling