+54.5%
PCG vs ESTC
-46.4%
+100.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +2.7% |
| 7D | -13.9% | -8.1% | -5.7% | -13.4% |
| 30D | -16.9% | +31.7% | -48.5% | -18.7% |
| 3M | -14.7% | +41.1% | -55.8% | -17.1% |
| 6M | -23.8% | +77.1% | -100.9% | -27.5% |
| YTD | -10.5% | +21.7% | -32.2% | -12.4% |
| 1Y | -5.1% | +8.4% | -13.5% | -6.5% |
| 3Y | -11.6% | +23.6% | -35.2% | -17.0% |
| All | +54.5% | -46.4% | +100.8% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling