-19.2%
PCG vs AME
+62.6%
-81.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.2% | +1.1% | -3.3% | -2.5% |
| 30D | -0.5% | -4.1% | +3.6% | +0.4% |
| 3M | -24.0% | -6.3% | -17.6% | -23.0% |
| 6M | -18.6% | +3.5% | -22.2% | -19.7% |
| YTD | -17.7% | +17.3% | -34.9% | -21.6% |
| 1Y | -20.0% | +22.0% | -42.0% | -24.6% |
| All | -19.2% | +62.6% | -81.8% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling