+48.7%
EWY vs PCG
-18.8%
+67.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.1% |
| 7D | -10.2% | -0.5% | -9.8% | -10.2% |
| 30D | -21.5% | +0.8% | -22.2% | -21.5% |
| 3M | -14.7% | -22.0% | +7.4% | -14.8% |
| 6M | -26.8% | -17.1% | -9.7% | -28.2% |
| YTD | +43.2% | -16.9% | +60.0% | +52.0% |
| 1Y | +48.7% | -19.1% | +67.8% | +59.1% |
| All | +48.7% | -18.8% | +67.6% | +59.1% |
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