-76.7%
PCG vs AME
+465.0%
-541.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | -0.8% |
| 7D | -1.1% | -1.5% | +0.5% | -0.6% |
| 30D | +0.1% | -4.2% | +4.2% | +1.8% |
| 3M | -24.4% | -5.9% | -18.5% | -22.5% |
| 6M | -17.7% | +2.8% | -20.5% | -19.9% |
| YTD | -17.4% | +16.6% | -34.0% | -25.3% |
| 1Y | -19.4% | +22.1% | -41.5% | -29.1% |
| 3Y | -18.6% | +64.7% | -83.3% | -41.5% |
| 5Y | +10.2% | +76.6% | -66.4% | -25.4% |
| 10Y | -76.7% | +443.9% | -520.6% | -88.2% |
| All | -76.7% | +465.0% | -541.7% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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