-11.1%
PCG vs VWO
+66.7%
-77.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +4.0% | +3.8% |
| 7D | +5.4% | +0.9% | +4.5% | +5.1% |
| 30D | -15.1% | +1.3% | -16.4% | -15.5% |
| 3M | -9.8% | +5.1% | -14.9% | -11.6% |
| 6M | -18.0% | +12.5% | -30.6% | -22.5% |
| YTD | -7.2% | +14.0% | -21.3% | -13.1% |
| 1Y | +2.9% | +19.7% | -16.9% | -6.0% |
| 3Y | -11.1% | +66.8% | -77.9% | -33.9% |
| All | -11.1% | +66.7% | -77.8% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling