+230.2%
EWY vs PCG
-10.8%
+240.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.1% | +0.1% |
| 7D | +8.0% | +5.4% | +2.6% | +7.4% |
| 30D | +14.3% | -15.1% | +29.5% | +16.3% |
| 3M | +2.3% | -9.8% | +12.1% | +2.7% |
| 6M | +49.9% | -18.0% | +67.9% | +53.7% |
| YTD | +95.3% | -7.2% | +102.6% | +96.1% |
| 1Y | +161.7% | +2.9% | +158.9% | +156.4% |
| 3Y | +230.2% | -11.1% | +241.3% | +217.5% |
| All | +230.2% | -10.8% | +240.9% | +217.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling