+14.1%
PCG vs AEE
+52.8%
-38.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.6% | +2.1% | -3.7% | -3.0% |
| 30D | +1.4% | +11.4% | -10.0% | -6.0% |
| 3M | -23.4% | +5.0% | -28.4% | -25.9% |
| 6M | -19.4% | +4.4% | -23.8% | -21.8% |
| YTD | -18.5% | +15.4% | -33.9% | -26.0% |
| 1Y | -19.5% | +13.8% | -33.3% | -26.2% |
| 3Y | -21.0% | +58.0% | -79.0% | -41.6% |
| All | +14.1% | +52.8% | -38.7% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling