-72.1%
PCG vs ESTC
+24.7%
-96.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.2% | -2.6% | +0.4% | -1.9% |
| 30D | -0.5% | -8.6% | +8.1% | +0.5% |
| 3M | -24.0% | +14.4% | -38.3% | -26.2% |
| 6M | -18.6% | +73.3% | -91.9% | -26.2% |
| YTD | -17.7% | +15.7% | -33.4% | -21.3% |
| 1Y | -20.0% | -7.6% | -12.4% | -21.0% |
| 3Y | -20.2% | +14.6% | -34.8% | -28.9% |
| 5Y | +8.4% | -50.0% | +58.4% | +10.0% |
| All | -72.1% | +24.7% | -96.8% | -82.6% |
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