-63.0%
PCG vs ESI
+195.2%
-258.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -0.5% | -6.6% | +6.2% | +0.6% |
| 30D | +0.8% | -9.8% | +10.6% | +2.3% |
| 3M | -22.0% | -11.9% | -10.1% | -20.7% |
| 6M | -17.1% | -25.1% | +8.0% | -14.0% |
| YTD | -16.9% | +31.9% | -48.8% | -22.6% |
| 1Y | -19.1% | +19.2% | -38.3% | -23.4% |
| 3Y | -19.4% | +76.2% | -95.6% | -30.0% |
| 5Y | +9.0% | +39.4% | -30.4% | -2.7% |
| 10Y | -76.2% | +304.9% | -381.1% | -82.1% |
| All | -63.0% | +195.2% | -258.2% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling