+13.4%
PG vs AEM
+306.3%
-292.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 3M | -1.3% | +27.3% | -28.6% | -3.3% |
| 6M | -3.8% | -9.7% | +5.8% | -3.2% |
| YTD | +3.6% | +19.0% | -15.3% | +1.9% |
| 1Y | -5.7% | +31.5% | -37.2% | -8.4% |
| 3Y | +1.6% | +338.7% | -337.1% | -13.5% |
| All | +13.4% | +306.3% | -292.9% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling