-7.4%
PCG vs EWT
+594.1%
-601.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.6% | +1.9% |
| 7D | -13.9% | +4.0% | -17.8% | -14.8% |
| 30D | -16.9% | +10.3% | -27.2% | -19.2% |
| 3M | -14.7% | +6.1% | -20.8% | -17.0% |
| 6M | -23.8% | +56.6% | -80.5% | -34.4% |
| YTD | -10.5% | +76.6% | -87.1% | -25.8% |
| 1Y | -5.1% | +97.9% | -103.0% | -24.2% |
| 3Y | -11.6% | +198.0% | -209.6% | -38.6% |
| 5Y | +59.0% | +151.8% | -92.7% | +15.8% |
| 10Y | -75.7% | +514.1% | -589.9% | -86.2% |
| All | -7.4% | +594.1% | -601.5% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling