-21.0%
PCG vs ESTC
+18.0%
-39.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.0% |
| 7D | -1.6% | -11.5% | +9.9% | -1.4% |
| 30D | +1.4% | -7.5% | +8.9% | +1.5% |
| 3M | -23.4% | +23.1% | -46.5% | -23.9% |
| 6M | -19.4% | +75.3% | -94.7% | -21.0% |
| YTD | -18.5% | +14.1% | -32.6% | -18.6% |
| 1Y | -19.5% | -0.6% | -19.0% | -19.2% |
| 3Y | -21.0% | +20.8% | -41.8% | -22.7% |
| All | -21.0% | +18.0% | -39.0% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling