-18.3%
PCG vs AEP
+85.5%
-103.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.0% |
| 7D | +2.2% | +2.9% | -0.7% | +0.6% |
| 30D | +0.8% | +3.2% | -2.4% | -1.1% |
| 3M | -23.8% | +3.8% | -27.6% | -25.5% |
| 6M | -19.6% | +2.5% | -22.1% | -20.9% |
| YTD | -16.7% | +15.5% | -32.2% | -22.7% |
| 1Y | -19.4% | +9.6% | -29.0% | -23.2% |
| 3Y | -18.3% | +91.2% | -109.5% | -44.4% |
| All | -18.3% | +85.5% | -103.8% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling