+885.1%
EWY vs PCG
-14.2%
+899.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.3% |
| 6M | -26.8% | -17.1% | -9.7% | -25.7% |
| YTD | +43.2% | -16.9% | +60.0% | +45.4% |
| 1Y | +48.7% | -19.1% | +67.8% | +51.6% |
| 3Y | +147.9% | -19.4% | +167.4% | +151.1% |
| 5Y | +98.8% | +9.0% | +89.8% | +92.4% |
| 10Y | +216.5% | -76.2% | +292.7% | +231.5% |
| All | +885.1% | -14.2% | +899.3% | +675.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling