+164.3%
EWY vs PCG
-6.6%
+170.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +4.6% |
| 7D | +4.8% | -13.9% | +18.7% | +4.8% |
| 30D | +11.7% | -16.9% | +28.5% | +11.7% |
| 3M | -7.4% | -14.7% | +7.3% | -7.6% |
| 6M | +40.6% | -23.8% | +64.4% | +44.4% |
| YTD | +94.3% | -10.5% | +104.8% | +101.7% |
| 1Y | +164.3% | -5.1% | +169.4% | +176.6% |
| All | +164.3% | -6.6% | +170.9% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling