+1,236.8%
EWY vs PCG
-7.7%
+1,244.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +4.3% |
| 7D | +4.8% | -13.9% | +18.7% | +6.4% |
| 30D | +11.7% | -16.9% | +28.5% | +13.8% |
| 3M | -7.4% | -14.7% | +7.3% | -6.1% |
| 6M | +40.6% | -23.8% | +64.4% | +44.6% |
| YTD | +94.3% | -10.5% | +104.8% | +95.5% |
| 1Y | +164.3% | -5.1% | +169.4% | +163.5% |
| 3Y | +221.0% | -11.6% | +232.6% | +221.2% |
| 5Y | +139.1% | +59.0% | +80.1% | +120.4% |
| 10Y | +298.8% | -75.7% | +374.5% | +319.2% |
| All | +1,236.8% | -7.7% | +1,244.5% | +942.2% |
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