-11.9%
PCG vs AEE
+813.9%
-825.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | -13.9% | +0.3% | -14.2% | -14.0% |
| 30D | -16.9% | -2.3% | -14.6% | -15.3% |
| 3M | -14.7% | +0.2% | -15.0% | -14.9% |
| 6M | -23.8% | -4.7% | -19.1% | -21.0% |
| YTD | -10.5% | +8.1% | -18.6% | -15.6% |
| 1Y | -5.1% | +8.5% | -13.7% | -10.8% |
| 3Y | -11.6% | +48.9% | -60.5% | -35.3% |
| 5Y | +59.0% | +39.9% | +19.1% | +19.8% |
| 10Y | -75.7% | +186.5% | -262.3% | -89.7% |
| All | -11.9% | +813.9% | -825.8% | -87.3% |
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 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