+2.9%
PCG vs AEP
+19.5%
-16.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.2% |
| 7D | +5.4% | +2.0% | +3.4% | +4.1% |
| 30D | -15.1% | +0.5% | -15.6% | -15.4% |
| 3M | -9.8% | -0.3% | -9.5% | -9.8% |
| 6M | -18.0% | -3.5% | -14.5% | -16.4% |
| YTD | -7.2% | +11.3% | -18.5% | -11.8% |
| 1Y | +2.9% | +20.2% | -17.4% | -7.0% |
| All | +2.9% | +19.5% | -16.6% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling