-15.7%
PCG vs EWT
+452.2%
-467.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -3.1% |
| 7D | -1.6% | -11.7% | +10.1% | +1.7% |
| 30D | +1.4% | -23.2% | +24.6% | +9.1% |
| 3M | -23.4% | -12.5% | -10.9% | -20.8% |
| 6M | -19.4% | -5.9% | -13.5% | -19.4% |
| YTD | -18.5% | +40.5% | -59.0% | -28.1% |
| 1Y | -19.5% | +43.7% | -63.3% | -29.6% |
| 3Y | -21.0% | +136.6% | -157.6% | -41.5% |
| 5Y | +13.7% | +105.1% | -91.3% | -12.5% |
| 10Y | -77.2% | +387.0% | -464.1% | -86.2% |
| All | -15.7% | +452.2% | -467.8% | -61.9% |
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