-69.7%
PCG vs ESTC
+31.2%
-100.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +3.1% |
| 7D | -13.9% | -8.1% | -5.7% | -12.8% |
| 30D | -16.9% | +31.7% | -48.5% | -20.6% |
| 3M | -14.7% | +41.1% | -55.8% | -19.6% |
| 6M | -23.8% | +77.1% | -100.9% | -31.1% |
| YTD | -10.5% | +21.7% | -32.2% | -14.8% |
| 1Y | -5.1% | +8.4% | -13.5% | -8.6% |
| 3Y | -11.6% | +23.6% | -35.2% | -22.2% |
| 5Y | +59.0% | -46.5% | +105.5% | +59.4% |
| All | -69.7% | +31.2% | -100.8% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling