-75.2%
PCG vs EWT
+493.5%
-568.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.9% |
| 7D | +5.4% | +1.6% | +3.8% | +4.7% |
| 30D | -15.1% | +8.2% | -23.3% | -18.1% |
| 3M | -9.8% | +11.1% | -20.9% | -15.1% |
| 6M | -18.0% | +60.4% | -78.5% | -37.0% |
| YTD | -7.2% | +75.6% | -82.8% | -32.4% |
| 1Y | +2.9% | +91.3% | -88.5% | -28.8% |
| 3Y | -11.1% | +200.3% | -211.4% | -54.8% |
| 5Y | +61.8% | +156.4% | -94.6% | -9.6% |
| 10Y | -75.2% | +495.8% | -570.9% | -92.4% |
| All | -75.2% | +493.5% | -568.7% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling