+14.1%
PCG vs EWJ
+41.8%
-27.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.6% | -5.0% | +3.4% | +0.6% |
| 30D | +1.4% | -10.2% | +11.6% | +6.3% |
| 3M | -23.4% | -7.2% | -16.2% | -20.9% |
| 6M | -19.4% | -3.2% | -16.2% | -18.9% |
| YTD | -18.5% | +9.9% | -28.4% | -23.4% |
| 1Y | -19.5% | +11.0% | -30.5% | -24.8% |
| 3Y | -21.0% | +57.3% | -78.3% | -40.8% |
| All | +14.1% | +41.8% | -27.6% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling