-75.2%
PCG vs EWZ
+83.4%
-158.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.7% | +3.0% |
| 7D | +5.4% | +5.6% | -0.2% | +3.4% |
| 30D | -15.1% | +9.3% | -24.4% | -17.8% |
| 3M | -9.8% | +15.7% | -25.5% | -14.5% |
| 6M | -18.0% | +7.4% | -25.4% | -20.5% |
| YTD | -7.2% | +22.7% | -29.9% | -14.5% |
| 1Y | +2.9% | +36.4% | -33.5% | -8.9% |
| 3Y | -11.1% | +50.4% | -61.5% | -25.1% |
| 5Y | +61.8% | +67.6% | -5.9% | +27.0% |
| 10Y | -75.2% | +84.1% | -159.2% | -82.5% |
| All | -75.2% | +83.4% | -158.6% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling