+148.1%
EWY vs PCG
+61.3%
+86.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.1% | -0.1% |
| 7D | +8.0% | +5.4% | +2.6% | +6.9% |
| 30D | +14.3% | -15.1% | +29.5% | +17.3% |
| 3M | +2.3% | -9.8% | +12.1% | +3.2% |
| 6M | +49.9% | -18.0% | +67.9% | +54.6% |
| YTD | +95.3% | -7.2% | +102.6% | +95.6% |
| 1Y | +161.7% | +2.9% | +158.9% | +154.4% |
| 3Y | +230.2% | -11.1% | +241.3% | +226.8% |
| 5Y | +148.1% | +61.8% | +86.3% | +99.4% |
| All | +148.1% | +61.3% | +86.9% | +99.4% |
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