-14.0%
PCG vs EWZ
+352.8%
-366.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -1.6% | -1.5% | -0.1% | -1.2% |
| 30D | +1.4% | -24.5% | +25.9% | +7.7% |
| 3M | -23.4% | -10.7% | -12.7% | -22.3% |
| 6M | -19.4% | -19.1% | -0.3% | -16.3% |
| YTD | -18.5% | +1.6% | -20.1% | -20.3% |
| 1Y | -19.5% | +4.3% | -23.8% | -22.0% |
| 3Y | -21.0% | +19.0% | -40.0% | -26.5% |
| 5Y | +13.7% | +57.7% | -43.9% | -2.9% |
| 10Y | -77.2% | +51.3% | -128.5% | -81.2% |
| All | -14.0% | +352.8% | -366.8% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling