+6.8%
PCG vs AEIS
+2,566.8%
-2,560.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +2.2% |
| 7D | -13.9% | +3.0% | -16.8% | -14.1% |
| 30D | -16.9% | -14.6% | -2.2% | -15.9% |
| 3M | -14.7% | -12.4% | -2.3% | -14.5% |
| 6M | -23.8% | -15.0% | -8.9% | -23.7% |
| YTD | -10.5% | +34.3% | -44.8% | -14.0% |
| 1Y | -5.1% | +87.4% | -92.5% | -11.7% |
| 3Y | -11.6% | +139.8% | -151.4% | -20.6% |
| 5Y | +59.0% | +220.7% | -161.7% | +38.3% |
| 10Y | -75.7% | +531.6% | -607.3% | -80.3% |
| All | +6.8% | +2,566.8% | -2,560.0% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling