+141.9%
EWJ vs PFG
+251.1%
-109.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +0.8% | +2.9% | -2.1% | -0.1% |
| 3M | +7.5% | +6.7% | +0.8% | +5.1% |
| 6M | +15.6% | +33.8% | -18.2% | +5.4% |
| YTD | +22.7% | +35.0% | -12.2% | +11.4% |
| 1Y | +26.4% | +46.4% | -20.0% | +11.8% |
| 3Y | +72.5% | +71.6% | +0.9% | +43.9% |
| 5Y | +52.4% | +113.7% | -61.2% | +17.4% |
| All | +141.9% | +251.1% | -109.2% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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