+14.1%
PCG vs AEIS
+109.5%
-95.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -2.6% |
| 7D | -1.6% | -11.3% | +9.7% | -0.7% |
| 30D | +1.4% | -32.6% | +34.0% | +5.1% |
| 3M | -23.4% | -39.2% | +15.8% | -20.0% |
| 6M | -19.4% | -45.4% | +26.0% | -15.6% |
| YTD | -18.5% | -5.8% | -12.7% | -21.5% |
| 1Y | -19.5% | -10.0% | -9.5% | -22.2% |
| 3Y | -21.0% | +121.2% | -142.1% | -36.3% |
| All | +14.1% | +109.5% | -95.4% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling