-75.9%
PCG vs VWO
+115.6%
-191.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.1% |
| 7D | +0.5% | -1.7% | +2.2% | +1.7% |
| 30D | -18.9% | -0.3% | -18.6% | -18.7% |
| 3M | -15.8% | +4.0% | -19.8% | -18.3% |
| 6M | -22.6% | +8.1% | -30.7% | -27.2% |
| YTD | -12.2% | +11.6% | -23.8% | -19.6% |
| 1Y | -7.1% | +16.2% | -23.3% | -17.4% |
| 3Y | -15.8% | +63.3% | -79.1% | -42.3% |
| 5Y | +53.3% | +33.4% | +20.0% | +21.5% |
| All | -75.9% | +115.6% | -191.5% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VWO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling