-71.8%
PCG vs ESTC
+20.3%
-92.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.8% | -0.4% |
| 7D | 0.0% | -18.5% | +18.5% | +2.7% |
| 30D | +5.8% | -11.0% | +16.8% | +7.3% |
| 3M | -22.8% | +20.8% | -43.5% | -25.6% |
| 6M | -18.4% | +67.9% | -86.3% | -25.7% |
| YTD | -16.9% | +11.6% | -28.5% | -20.1% |
| 1Y | -17.6% | -3.3% | -14.4% | -19.3% |
| 3Y | -20.0% | +16.4% | -36.4% | -29.1% |
| 5Y | +16.0% | -49.9% | +65.9% | +17.0% |
| All | -71.8% | +20.3% | -92.1% | -82.3% |
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