-13.8%
PCG vs AEIS
+157.5%
-171.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +2.3% |
| 7D | -13.9% | +3.0% | -16.8% | -14.0% |
| 30D | -16.9% | -14.6% | -2.2% | -16.1% |
| 3M | -14.7% | -12.4% | -2.3% | -14.8% |
| 6M | -23.8% | -15.0% | -8.9% | -24.0% |
| YTD | -10.5% | +34.3% | -44.8% | -14.8% |
| 1Y | -5.1% | +87.4% | -92.5% | -13.7% |
| All | -13.8% | +157.5% | -171.3% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 3y: compounded portfolio wealth divided by compounded AEIS 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…
3y analysis · Full analysis span regression · 6 months rolling