-75.2%
PCG vs AEM
+333.3%
-408.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.8% |
| 7D | +5.4% | +4.3% | +1.1% | +4.7% |
| 30D | -15.1% | +13.1% | -28.2% | -16.8% |
| 3M | -9.8% | +24.8% | -34.6% | -13.2% |
| 6M | -18.0% | -8.2% | -9.8% | -17.5% |
| YTD | -7.2% | +19.8% | -27.1% | -11.0% |
| 1Y | +2.9% | +32.1% | -29.2% | -3.3% |
| 3Y | -11.1% | +348.2% | -359.3% | -33.2% |
| 5Y | +61.8% | +297.5% | -235.7% | +21.5% |
| 10Y | -75.2% | +343.3% | -418.4% | -82.7% |
| All | -75.2% | +333.3% | -408.4% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling