-11.1%
PCG vs EWJ
+73.3%
-84.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +4.0% | +3.7% |
| 7D | +5.4% | +2.9% | +2.5% | +4.4% |
| 30D | -15.1% | +1.1% | -16.2% | -15.5% |
| 3M | -9.8% | +7.1% | -16.9% | -12.4% |
| 6M | -18.0% | +16.2% | -34.2% | -23.3% |
| YTD | -7.2% | +22.0% | -29.2% | -15.1% |
| 1Y | +2.9% | +26.2% | -23.3% | -7.3% |
| 3Y | -11.1% | +73.5% | -84.5% | -35.4% |
| All | -11.1% | +73.3% | -84.4% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling