+304.0%
EWJ vs PFG
+1,015.3%
-711.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | +2.5% | +5.5% | -3.0% | +1.1% |
| 30D | +3.3% | +2.4% | +0.9% | +2.6% |
| 3M | +5.0% | +13.6% | -8.6% | +1.3% |
| 6M | +11.5% | +27.9% | -16.3% | +4.4% |
| YTD | +22.4% | +35.6% | -13.2% | +12.7% |
| 1Y | +30.2% | +48.5% | -18.3% | +17.0% |
| 3Y | +72.8% | +66.9% | +5.9% | +49.5% |
| 5Y | +54.1% | +111.0% | -56.8% | +24.1% |
| 10Y | +140.6% | +244.5% | -103.9% | +62.1% |
| All | +304.0% | +1,015.3% | -711.3% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling