+8.1%
PCG vs EMB
+7.3%
+0.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.2% |
| 7D | -2.0% | -0.7% | -1.3% | -1.3% |
| 30D | -2.7% | +0.5% | -3.2% | -3.2% |
| 3M | -25.1% | -2.5% | -22.6% | -23.2% |
| 6M | -22.3% | -2.0% | -20.3% | -20.7% |
| YTD | -18.5% | -0.9% | -17.6% | -17.7% |
| 1Y | -21.8% | -0.3% | -21.5% | -21.5% |
| 3Y | -21.0% | +29.2% | -50.2% | -37.0% |
| 5Y | +8.1% | +7.4% | +0.6% | +4.5% |
| All | +8.1% | +7.3% | +0.8% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling