-1.7%
PCG vs AEIS
+2,098.8%
-2,100.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -1.4% |
| 7D | -2.2% | +9.5% | -11.7% | -3.1% |
| 30D | -0.5% | -17.5% | +17.1% | +0.8% |
| 3M | -24.0% | -29.3% | +5.3% | -22.2% |
| 6M | -18.6% | -34.7% | +16.1% | -16.8% |
| YTD | -17.7% | +10.7% | -28.4% | -20.0% |
| 1Y | -20.0% | +7.4% | -27.4% | -22.1% |
| 3Y | -20.2% | +161.1% | -181.4% | -29.1% |
| 5Y | +8.4% | +150.7% | -142.3% | -4.2% |
| 10Y | -76.4% | +360.8% | -437.2% | -80.5% |
| All | -1.7% | +2,098.8% | -2,100.5% | -26.5% |
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