-76.2%
PCG vs ES
+87.3%
-163.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.5% | +0.9% | -1.3% | -1.0% |
| 30D | +0.8% | +5.9% | -5.2% | -2.7% |
| 3M | -22.0% | -1.0% | -21.0% | -21.5% |
| 6M | -17.1% | +7.2% | -24.3% | -20.2% |
| YTD | -16.9% | +7.0% | -23.8% | -20.1% |
| 1Y | -19.1% | +0.5% | -19.5% | -20.0% |
| 3Y | -19.4% | +48.7% | -68.1% | -38.5% |
| 5Y | +9.0% | +1.9% | +7.1% | +3.5% |
| 10Y | -76.2% | +89.2% | -165.3% | -85.5% |
| All | -76.2% | +87.3% | -163.5% | -85.5% |
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