+54.5%
PCG vs AME
+82.5%
-28.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.9% |
| 7D | -13.9% | +0.6% | -14.5% | -14.1% |
| 30D | -16.9% | -6.7% | -10.2% | -14.6% |
| 3M | -14.7% | +4.1% | -18.8% | -16.4% |
| 6M | -23.8% | +1.6% | -25.4% | -24.7% |
| YTD | -10.5% | +16.1% | -26.6% | -16.5% |
| 1Y | -5.1% | +27.3% | -32.4% | -15.1% |
| 3Y | -11.6% | +50.9% | -62.5% | -28.9% |
| All | +54.5% | +82.5% | -28.0% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling