-16.0%
PCG vs EWZ
+7.8%
-23.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | +1.9% | -4.1% | +6.0% | +2.0% |
| 30D | +8.5% | -25.0% | +33.5% | +9.1% |
| 3M | -22.9% | -10.6% | -12.3% | -23.3% |
| 6M | -16.8% | -16.6% | -0.1% | -16.6% |
| YTD | -15.8% | +2.5% | -18.3% | -17.0% |
| 1Y | -16.0% | +8.1% | -24.1% | -18.1% |
| All | -16.0% | +7.8% | -23.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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