-33.3%
PCG vs VWO
+328.1%
-361.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | -13.9% | +1.1% | -14.9% | -14.2% |
| 30D | -16.9% | +2.4% | -19.2% | -17.6% |
| 3M | -14.7% | +2.0% | -16.7% | -15.7% |
| 6M | -23.8% | +10.7% | -34.5% | -27.3% |
| YTD | -10.5% | +14.4% | -24.9% | -15.9% |
| 1Y | -5.1% | +22.7% | -27.8% | -13.4% |
| 3Y | -11.6% | +64.2% | -75.8% | -28.9% |
| 5Y | +59.0% | +35.8% | +23.3% | +37.9% |
| 10Y | -75.7% | +114.7% | -190.4% | -82.3% |
| All | -33.3% | +328.1% | -361.4% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling