+141.9%
EWJ vs PFGC
+292.9%
-151.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +0.3% | -4.8% | +5.0% | +1.0% |
| 30D | +0.8% | -12.5% | +13.3% | +2.7% |
| 3M | +7.5% | -9.7% | +17.2% | +8.9% |
| 6M | +15.6% | +7.0% | +8.6% | +14.1% |
| YTD | +22.7% | +4.5% | +18.3% | +21.3% |
| 1Y | +26.4% | -11.6% | +38.0% | +27.9% |
| 3Y | +72.5% | +58.5% | +14.0% | +59.9% |
| 5Y | +52.4% | +112.6% | -60.1% | +34.2% |
| All | +141.9% | +292.9% | -151.0% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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