-18.6%
PCG vs AIG
+35.3%
-53.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.5% |
| 7D | -1.1% | -3.4% | +2.3% | 0.0% |
| 30D | +0.1% | +3.4% | -3.3% | -1.0% |
| 3M | -24.4% | +1.7% | -26.2% | -24.9% |
| 6M | -17.7% | +5.7% | -23.3% | -19.5% |
| YTD | -17.4% | -5.1% | -12.3% | -16.5% |
| 1Y | -19.4% | +6.1% | -25.4% | -21.8% |
| 3Y | -18.6% | +35.5% | -54.0% | -30.7% |
| All | -18.6% | +35.3% | -53.9% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling