-76.7%
PCG vs EWT
+418.9%
-495.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.2% | -5.9% | -1.7% |
| 7D | -1.1% | -5.0% | +3.9% | +0.6% |
| 30D | +0.1% | -16.3% | +16.4% | +7.4% |
| 3M | -24.4% | -7.2% | -17.2% | -22.7% |
| 6M | -17.7% | -0.5% | -17.2% | -20.2% |
| YTD | -17.4% | +50.6% | -68.0% | -36.1% |
| 1Y | -19.4% | +54.8% | -74.2% | -38.7% |
| 3Y | -18.6% | +155.5% | -174.1% | -55.7% |
| 5Y | +10.2% | +116.4% | -106.2% | -33.8% |
| 10Y | -76.7% | +421.4% | -498.1% | -92.3% |
| All | -76.7% | +418.9% | -495.6% | -92.3% |
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