+87.3%
PCG vs AEM
+3,304.9%
-3,217.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -1.6% | +15.8% | -17.4% | -2.2% |
| 30D | +1.4% | +6.2% | -4.8% | +1.1% |
| 3M | -23.4% | +14.3% | -37.7% | -23.9% |
| 6M | -19.4% | +1.4% | -20.8% | -19.6% |
| YTD | -18.5% | +13.7% | -32.2% | -19.2% |
| 1Y | -19.5% | +21.3% | -40.9% | -20.5% |
| 3Y | -21.0% | +309.9% | -330.9% | -25.7% |
| 5Y | +13.7% | +301.0% | -287.2% | +6.6% |
| 10Y | -77.2% | +344.0% | -421.2% | -78.8% |
| All | +87.3% | +3,304.9% | -3,217.6% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling