-10.5%
PCG vs ES
+29.7%
-40.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.7% |
| 7D | -13.9% | +0.3% | -14.2% | -13.9% |
| 30D | -16.9% | -2.0% | -14.9% | -16.0% |
| 3M | -14.7% | +1.7% | -16.4% | -15.2% |
| 6M | -23.8% | -3.5% | -20.3% | -22.6% |
| YTD | -10.5% | +7.9% | -18.4% | -13.2% |
| 1Y | -5.1% | +17.2% | -22.3% | -11.7% |
| All | -10.5% | +29.7% | -40.2% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling