+3,908.7%
PG vs AEM
+3,395.8%
+513.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.3% |
| 7D | -2.7% | -5.0% | +2.4% | -2.6% |
| 30D | -1.5% | +8.5% | -10.0% | -1.7% |
| 3M | -3.4% | +29.3% | -32.6% | -3.9% |
| 6M | -7.0% | -12.9% | +5.9% | -6.8% |
| YTD | +2.0% | +16.8% | -14.8% | +1.6% |
| 1Y | -6.5% | +29.8% | -36.3% | -7.1% |
| 3Y | +1.2% | +336.7% | -335.6% | -1.8% |
| 5Y | +12.8% | +299.9% | -287.1% | +9.4% |
| 10Y | +117.7% | +362.2% | -244.5% | +110.2% |
| All | +3,908.7% | +3,395.8% | +513.0% | +3,943.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling