+1.6%
PG vs AEM
+339.2%
-337.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -0.8% | -2.1% | +1.3% | -0.7% |
| 30D | +0.8% | +8.4% | -7.6% | +0.4% |
| 3M | -1.3% | +27.3% | -28.6% | -2.5% |
| 6M | -3.8% | -9.7% | +5.8% | -3.1% |
| YTD | +3.6% | +19.0% | -15.3% | +3.1% |
| 1Y | -5.7% | +31.5% | -37.2% | -7.0% |
| 3Y | +1.6% | +338.7% | -337.1% | -9.3% |
| All | +1.6% | +339.2% | -337.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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