-5.1%
PCG vs AEM
+40.5%
-45.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | -13.9% | -0.5% | -13.3% | -13.8% |
| 30D | -16.9% | +24.0% | -40.9% | -17.8% |
| 3M | -14.7% | +16.1% | -30.8% | -15.4% |
| 6M | -23.8% | -11.6% | -12.2% | -23.0% |
| YTD | -10.5% | +21.5% | -32.0% | -11.3% |
| 1Y | -5.1% | +39.2% | -44.3% | -8.3% |
| All | -5.1% | +40.5% | -45.6% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling