-18.6%
PCG vs ESTC
+20.1%
-38.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.5% | +1.2% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | +0.1% | -8.1% | +8.2% | +0.2% |
| 3M | -24.4% | +20.2% | -44.6% | -24.8% |
| 6M | -17.7% | +72.7% | -90.4% | -19.2% |
| YTD | -17.4% | +19.6% | -37.1% | -17.6% |
| 1Y | -19.4% | +0.3% | -19.6% | -18.9% |
| 3Y | -18.6% | +22.8% | -41.4% | -20.0% |
| All | -18.6% | +20.1% | -38.7% | -20.0% |
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