+61.8%
PCG vs AEIS
+228.8%
-167.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.9% | +3.3% |
| 7D | +5.4% | +8.1% | -2.7% | +4.6% |
| 30D | -15.1% | -11.1% | -4.0% | -14.2% |
| 3M | -9.8% | -5.6% | -4.2% | -10.4% |
| 6M | -18.0% | -0.6% | -17.4% | -19.8% |
| YTD | -7.2% | +38.0% | -45.3% | -13.8% |
| 1Y | +2.9% | +87.2% | -84.4% | -9.5% |
| 3Y | -11.1% | +179.7% | -190.8% | -29.1% |
| 5Y | +61.8% | +241.7% | -180.0% | +18.1% |
| All | +61.8% | +228.8% | -167.0% | +18.1% |
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 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