-77.6%
PCG vs ESI
+312.6%
-390.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.4% |
| 7D | -1.6% | -8.5% | +6.9% | +0.5% |
| 30D | +1.4% | -15.7% | +17.1% | +5.5% |
| 3M | -23.4% | -18.2% | -5.2% | -20.0% |
| 6M | -19.4% | -28.8% | +9.5% | -13.8% |
| YTD | -18.5% | +26.3% | -44.7% | -26.8% |
| 1Y | -19.5% | +18.2% | -37.8% | -26.6% |
| 3Y | -21.0% | +68.1% | -89.1% | -37.2% |
| 5Y | +13.7% | +28.8% | -15.0% | -4.0% |
| All | -77.6% | +312.6% | -390.2% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling