-76.7%
PCG vs AEP
+191.0%
-267.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.3% |
| 7D | -1.1% | -1.5% | +0.5% | +0.1% |
| 30D | +0.1% | +4.5% | -4.4% | -3.3% |
| 3M | -24.4% | +2.8% | -27.3% | -26.0% |
| 6M | -17.7% | -0.7% | -17.0% | -17.5% |
| YTD | -17.4% | +13.8% | -31.3% | -25.1% |
| 1Y | -19.4% | +9.0% | -28.3% | -24.6% |
| 3Y | -18.6% | +83.0% | -101.6% | -49.8% |
| 5Y | +10.2% | +83.3% | -73.1% | -34.2% |
| 10Y | -76.7% | +194.6% | -271.3% | -90.0% |
| All | -76.7% | +191.0% | -267.7% | -90.0% |
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