+16.0%
PCG vs ES
+5.0%
+11.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.3% | -2.3% |
| 7D | 0.0% | +5.9% | -5.9% | -2.8% |
| 30D | +5.8% | +10.2% | -4.4% | +0.7% |
| 3M | -22.8% | +0.4% | -23.2% | -22.9% |
| 6M | -18.4% | +6.9% | -25.3% | -20.9% |
| YTD | -16.9% | +10.5% | -27.4% | -20.7% |
| 1Y | -17.6% | +3.2% | -20.8% | -19.4% |
| 3Y | -20.0% | +49.0% | -69.0% | -36.0% |
| 5Y | +16.0% | +4.5% | +11.6% | +12.8% |
| All | +16.0% | +5.0% | +11.1% | +12.8% |
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