+8.1%
PCG vs ESI
+40.6%
-32.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.6% |
| 7D | -2.0% | +8.3% | -10.3% | -3.5% |
| 30D | -2.7% | -10.4% | +7.7% | -0.8% |
| 3M | -25.1% | -13.2% | -11.9% | -23.3% |
| 6M | -22.3% | -23.9% | +1.6% | -19.0% |
| YTD | -18.5% | +34.2% | -52.7% | -27.4% |
| 1Y | -21.8% | +22.2% | -44.1% | -28.8% |
| 3Y | -21.0% | +79.2% | -100.3% | -38.4% |
| 5Y | +8.1% | +38.1% | -30.1% | -2.7% |
| All | +8.1% | +40.6% | -32.6% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling