-75.2%
PCG vs AEP
+170.2%
-245.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.1% |
| 7D | +5.4% | +2.0% | +3.4% | +3.9% |
| 30D | -15.1% | +0.5% | -15.6% | -15.4% |
| 3M | -9.8% | -0.3% | -9.5% | -9.7% |
| 6M | -18.0% | -3.5% | -14.5% | -16.1% |
| YTD | -7.2% | +11.3% | -18.5% | -14.5% |
| 1Y | +2.9% | +20.2% | -17.4% | -10.8% |
| 3Y | -11.1% | +79.8% | -90.9% | -44.7% |
| 5Y | +61.8% | +65.6% | -3.8% | +4.8% |
| 10Y | -75.2% | +169.3% | -244.5% | -88.8% |
| All | -75.2% | +170.2% | -245.3% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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