-5.1%
PCG vs ESI
+44.5%
-49.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +2.3% |
| 7D | -13.9% | +3.3% | -17.2% | -14.0% |
| 30D | -16.9% | -5.9% | -11.0% | -16.6% |
| 3M | -14.7% | -14.1% | -0.6% | -14.5% |
| 6M | -23.8% | +6.6% | -30.4% | -25.8% |
| YTD | -10.5% | +45.0% | -55.5% | -15.9% |
| 1Y | -5.1% | +41.5% | -46.6% | -10.3% |
| All | -5.1% | +44.5% | -49.7% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling