-76.5%
PCG vs EWZ
+66.3%
-142.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -2.7% | -25.9% | +23.2% | +5.9% |
| 3M | -25.1% | -6.1% | -18.9% | -25.1% |
| 6M | -22.3% | -16.1% | -6.2% | -19.5% |
| YTD | -18.5% | +1.0% | -19.5% | -21.3% |
| 1Y | -21.8% | 0.0% | -21.8% | -24.4% |
| 3Y | -21.0% | +16.8% | -37.9% | -28.8% |
| 5Y | +8.1% | +52.1% | -44.0% | -14.1% |
| All | -76.5% | +66.3% | -142.8% | -82.7% |
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