-16.0%
PCG vs AIG
+6.0%
-22.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.6% |
| 7D | +1.9% | +2.3% | -0.4% | +1.5% |
| 30D | +8.5% | +8.8% | -0.3% | +6.8% |
| 3M | -22.9% | +3.7% | -26.6% | -23.5% |
| 6M | -16.8% | +6.8% | -23.5% | -18.1% |
| YTD | -15.8% | -2.6% | -13.1% | -17.1% |
| 1Y | -16.0% | +3.7% | -19.7% | -18.2% |
| All | -16.0% | +6.0% | -22.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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