-53.1%
PCG vs EMB
+132.1%
-185.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | 0.0% | -13.8% | -13.8% |
| 30D | -16.9% | -0.3% | -16.6% | -16.6% |
| 3M | -14.7% | -0.4% | -14.3% | -14.4% |
| 6M | -23.8% | +0.1% | -23.9% | -23.9% |
| YTD | -10.5% | +1.6% | -12.1% | -11.6% |
| 1Y | -5.1% | +5.6% | -10.7% | -9.2% |
| 3Y | -11.6% | +29.8% | -41.4% | -28.0% |
| 5Y | +59.0% | +7.3% | +51.7% | +49.9% |
| 10Y | -75.7% | +30.4% | -106.2% | -79.2% |
| All | -53.1% | +132.1% | -185.2% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling