-19.2%
PCG vs ESI
+84.3%
-103.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.5% |
| 7D | -2.2% | +1.8% | -4.1% | -2.5% |
| 30D | -0.5% | -6.6% | +6.1% | +0.2% |
| 3M | -24.0% | -9.4% | -14.6% | -23.3% |
| 6M | -18.6% | -24.1% | +5.5% | -16.4% |
| YTD | -17.7% | +37.1% | -54.8% | -24.5% |
| 1Y | -20.0% | +24.5% | -44.6% | -25.4% |
| All | -19.2% | +84.3% | -103.5% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling