-76.2%
PCG vs EMB
+31.5%
-107.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.6% |
| 7D | -0.5% | +0.5% | -1.0% | -1.2% |
| 30D | +0.8% | +0.9% | -0.1% | -0.6% |
| 3M | -22.0% | -2.1% | -19.9% | -19.4% |
| 6M | -17.1% | -2.2% | -14.9% | -14.3% |
| YTD | -16.9% | -0.6% | -16.3% | -16.1% |
| 1Y | -19.1% | +0.2% | -19.3% | -19.4% |
| 3Y | -19.4% | +29.5% | -49.0% | -45.9% |
| 5Y | +9.0% | +8.0% | +1.0% | +2.6% |
| 10Y | -76.2% | +35.3% | -111.5% | -84.2% |
| All | -76.2% | +31.5% | -107.7% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling