+99.5%
EWY vs PCG
+14.1%
+85.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.5% |
| 7D | -6.3% | -1.1% | -5.2% | -6.1% |
| 30D | -19.8% | +0.1% | -19.9% | -19.8% |
| 3M | -14.4% | -24.4% | +10.0% | -10.3% |
| 6M | -25.3% | -17.7% | -7.6% | -23.8% |
| YTD | +46.2% | -17.4% | +63.6% | +49.6% |
| 1Y | +58.3% | -19.4% | +77.6% | +62.9% |
| 3Y | +155.0% | -18.6% | +173.6% | +155.4% |
| 5Y | +99.5% | +10.2% | +89.3% | +73.9% |
| All | +99.5% | +14.1% | +85.4% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling