+14.1%
PCG vs EWZ
+58.5%
-44.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -1.6% | -1.5% | -0.1% | -1.3% |
| 30D | +1.4% | -24.5% | +25.9% | +6.8% |
| 3M | -23.4% | -10.7% | -12.7% | -22.9% |
| 6M | -19.4% | -19.1% | -0.3% | -16.8% |
| YTD | -18.5% | +1.6% | -20.1% | -21.2% |
| 1Y | -19.5% | +4.3% | -23.8% | -23.0% |
| 3Y | -21.0% | +19.0% | -40.0% | -28.1% |
| All | +14.1% | +58.5% | -44.4% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling