+9.3%
PCG vs ES
+6.6%
+2.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.8% |
| 7D | +2.2% | +2.7% | -0.5% | +0.8% |
| 30D | +0.8% | +7.6% | -6.8% | -2.9% |
| 3M | -23.8% | +0.5% | -24.3% | -24.0% |
| 6M | -19.6% | +7.6% | -27.2% | -22.3% |
| YTD | -16.7% | +10.2% | -27.0% | -20.5% |
| 1Y | -19.4% | +1.8% | -21.2% | -20.6% |
| 3Y | -18.3% | +55.4% | -73.7% | -36.1% |
| All | +9.3% | +6.6% | +2.8% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling