-77.6%
PCG vs ES
+85.7%
-163.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.3% |
| 7D | -1.6% | +1.9% | -3.5% | -2.7% |
| 30D | +1.4% | +7.1% | -5.6% | -2.7% |
| 3M | -23.4% | -1.9% | -21.5% | -22.5% |
| 6M | -19.4% | +4.4% | -23.7% | -21.3% |
| YTD | -18.5% | +7.3% | -25.8% | -21.8% |
| 1Y | -19.5% | +2.1% | -21.7% | -21.2% |
| 3Y | -21.0% | +41.8% | -62.8% | -37.9% |
| 5Y | +13.7% | +1.4% | +12.3% | +8.3% |
| All | -77.6% | +85.7% | -163.3% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling