-75.6%
PCG vs VWO
+119.0%
-194.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.9% |
| 7D | +6.5% | +0.2% | +6.3% | +6.4% |
| 30D | -16.7% | +0.9% | -17.6% | -17.2% |
| 3M | -14.2% | +4.3% | -18.4% | -16.8% |
| 6M | -21.5% | +10.5% | -32.0% | -27.3% |
| YTD | -11.2% | +13.4% | -24.5% | -19.5% |
| 1Y | -4.2% | +18.6% | -22.8% | -16.0% |
| 3Y | -14.9% | +65.8% | -80.7% | -42.2% |
| 5Y | +54.2% | +35.2% | +19.0% | +21.1% |
| All | -75.6% | +119.0% | -194.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling