+3,908.7%
PG vs AIG
-22.8%
+3,931.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.7% | -2.4% | -0.3% | -2.4% |
| 30D | -1.5% | -2.9% | +1.4% | -1.2% |
| 3M | -3.4% | +0.8% | -4.1% | -3.5% |
| 6M | -7.0% | -2.7% | -4.3% | -6.8% |
| YTD | +2.0% | -11.2% | +13.2% | +3.1% |
| 1Y | -6.5% | -1.5% | -5.0% | -6.5% |
| 3Y | +1.2% | +34.4% | -33.2% | -2.5% |
| 5Y | +12.8% | +54.4% | -41.6% | +6.3% |
| 10Y | +117.7% | +64.4% | +53.3% | +97.0% |
| All | +3,908.7% | -22.8% | +3,931.5% | +1,859.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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