+9.3%
PCG vs AEIS
+142.3%
-133.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.1% | +2.5% |
| 7D | +2.2% | +11.5% | -9.3% | +1.0% |
| 30D | +0.8% | -15.8% | +16.5% | +2.1% |
| 3M | -23.8% | -33.3% | +9.5% | -21.2% |
| 6M | -19.6% | -35.2% | +15.6% | -17.5% |
| YTD | -16.7% | +5.0% | -21.8% | -20.8% |
| 1Y | -19.4% | +8.5% | -27.9% | -23.8% |
| 3Y | -18.3% | +152.9% | -171.2% | -35.4% |
| All | +9.3% | +142.3% | -133.0% | -16.4% |
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