-19.4%
PCG vs EWJ
+14.0%
-33.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.1% |
| 7D | +2.2% | +4.0% | -1.8% | +1.2% |
| 30D | +0.8% | -4.3% | +5.0% | +1.7% |
| 3M | -23.8% | -6.8% | -17.0% | -22.6% |
| 6M | -19.6% | -0.9% | -18.7% | -19.7% |
| YTD | -16.7% | +14.3% | -31.0% | -20.2% |
| 1Y | -19.4% | +15.3% | -34.7% | -23.0% |
| All | -19.4% | +14.0% | -33.3% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling