+105.7%
PCG vs AIG
-21.5%
+127.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.3% | +2.6% |
| 7D | -13.9% | -0.9% | -12.9% | -13.7% |
| 30D | -16.9% | -4.9% | -12.0% | -16.3% |
| 3M | -14.7% | +4.5% | -19.2% | -15.3% |
| 6M | -23.8% | -1.4% | -22.4% | -23.8% |
| YTD | -10.5% | -9.8% | -0.7% | -9.4% |
| 1Y | -5.1% | -4.5% | -0.6% | -4.7% |
| 3Y | -11.6% | +37.4% | -49.1% | -15.9% |
| 5Y | +59.0% | +55.0% | +4.0% | +48.3% |
| 10Y | -75.7% | +63.7% | -139.4% | -78.2% |
| All | +105.7% | -21.5% | +127.2% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling