+87.3%
PCG vs AEP
+2,261.3%
-2,173.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -1.6% | -2.8% | +1.2% | +0.2% |
| 30D | +1.4% | +3.6% | -2.2% | -1.1% |
| 3M | -23.4% | +1.8% | -25.2% | -24.3% |
| 6M | -19.4% | -3.1% | -16.3% | -17.8% |
| YTD | -18.5% | +12.2% | -30.7% | -24.5% |
| 1Y | -19.5% | +9.1% | -28.7% | -24.2% |
| 3Y | -21.0% | +77.9% | -98.9% | -46.7% |
| 5Y | +13.7% | +78.1% | -64.4% | -24.4% |
| 10Y | -77.2% | +187.8% | -264.9% | -88.6% |
| All | +87.3% | +2,261.3% | -2,173.9% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling