-75.3%
PCG vs AIG
+63.9%
-139.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.7% | -4.5% |
| 7D | +6.5% | -1.4% | +7.9% | +7.1% |
| 30D | -16.7% | -3.3% | -13.4% | -15.5% |
| 3M | -14.2% | +2.2% | -16.3% | -15.3% |
| 6M | -21.5% | -2.1% | -19.3% | -21.2% |
| YTD | -11.2% | -11.2% | 0.0% | -7.2% |
| 1Y | -4.2% | -2.1% | -2.1% | -4.6% |
| 3Y | -14.9% | +34.4% | -49.2% | -28.0% |
| 5Y | +54.2% | +53.7% | +0.5% | +19.1% |
| 10Y | -75.3% | +64.4% | -139.7% | -85.4% |
| All | -75.3% | +63.9% | -139.2% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling