-76.0%
PCG vs AME
+419.5%
-495.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.7% |
| 7D | -13.9% | +0.6% | -14.5% | -14.1% |
| 30D | -16.9% | -6.7% | -10.2% | -13.8% |
| 3M | -14.7% | +4.1% | -18.8% | -16.9% |
| 6M | -23.8% | +1.6% | -25.4% | -25.1% |
| YTD | -10.5% | +16.1% | -26.6% | -18.3% |
| 1Y | -5.1% | +27.3% | -32.4% | -18.0% |
| 3Y | -11.6% | +50.9% | -62.5% | -32.4% |
| 5Y | +59.0% | +81.4% | -22.4% | +6.9% |
| All | -76.0% | +419.5% | -495.4% | -87.7% |
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