-18.8%
PCG vs AEE
+885.6%
-904.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.5% |
| 7D | -1.1% | +2.3% | -3.4% | -2.8% |
| 30D | +0.1% | +11.6% | -11.5% | -8.0% |
| 3M | -24.4% | +5.5% | -29.9% | -27.4% |
| 6M | -17.7% | +6.0% | -23.7% | -21.3% |
| YTD | -17.4% | +16.6% | -34.0% | -26.5% |
| 1Y | -19.4% | +12.1% | -31.4% | -26.1% |
| 3Y | -18.6% | +64.2% | -82.8% | -44.7% |
| 5Y | +10.2% | +59.1% | -48.9% | -24.5% |
| 10Y | -76.7% | +210.2% | -286.9% | -90.7% |
| All | -18.8% | +885.6% | -904.4% | -88.9% |
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