-76.2%
PCG vs AIG
+72.2%
-148.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -0.8% |
| 7D | -0.5% | +2.2% | -2.7% | -1.5% |
| 30D | +0.8% | +6.9% | -6.1% | -2.4% |
| 3M | -22.0% | +6.8% | -28.8% | -24.5% |
| 6M | -17.1% | +9.2% | -26.3% | -20.8% |
| YTD | -16.9% | -1.9% | -14.9% | -17.0% |
| 1Y | -19.1% | +9.7% | -28.7% | -23.4% |
| 3Y | -19.4% | +37.9% | -57.4% | -32.7% |
| 5Y | +9.0% | +56.8% | -47.8% | -16.6% |
| 10Y | -76.2% | +67.6% | -143.8% | -86.1% |
| All | -76.2% | +72.2% | -148.4% | -86.1% |
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