-72.4%
PCG vs ESTC
+27.2%
-99.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.3% |
| 7D | -2.0% | +5.8% | -7.7% | -2.7% |
| 30D | -2.7% | -5.6% | +2.9% | -2.2% |
| 3M | -25.1% | +15.4% | -40.5% | -27.3% |
| 6M | -22.3% | +77.8% | -100.1% | -29.8% |
| YTD | -18.5% | +18.1% | -36.5% | -22.3% |
| 1Y | -21.8% | -3.7% | -18.2% | -23.3% |
| 3Y | -21.0% | +16.9% | -37.9% | -29.8% |
| 5Y | +8.1% | -51.2% | +59.3% | +10.9% |
| All | -72.4% | +27.2% | -99.6% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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