-21.1%
PCG vs EWT
+60.0%
-81.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.8% | -1.2% |
| 7D | -2.2% | +3.2% | -5.4% | -2.3% |
| 30D | -0.5% | -12.3% | +11.9% | -0.1% |
| 3M | -24.0% | -3.6% | -20.4% | -23.7% |
| 6M | -18.6% | +3.1% | -21.7% | -19.0% |
| YTD | -17.7% | +57.7% | -75.4% | -22.3% |
| All | -21.1% | +60.0% | -81.0% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling