-57.3%
PCG vs EMB
+126.0%
-183.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | +1.4% | +1.3% | +0.1% | +0.3% |
| 3M | -23.4% | -2.7% | -20.7% | -21.6% |
| 6M | -19.4% | -2.8% | -16.5% | -17.4% |
| YTD | -18.5% | -1.1% | -17.4% | -17.7% |
| 1Y | -19.5% | 0.0% | -19.5% | -19.5% |
| 3Y | -21.0% | +28.8% | -49.8% | -35.2% |
| 5Y | +13.7% | +6.0% | +7.8% | +8.4% |
| 10Y | -77.2% | +29.1% | -106.3% | -80.1% |
| All | -57.3% | +126.0% | -183.3% | -61.3% |
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