+26.4%
EWJ vs PFGC
-10.1%
+36.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +0.3% | -4.8% | +5.0% | +0.9% |
| 30D | +0.8% | -12.5% | +13.3% | +2.4% |
| 3M | +7.5% | -9.7% | +17.2% | +8.3% |
| 6M | +15.6% | +7.0% | +8.6% | +12.0% |
| YTD | +22.7% | +4.5% | +18.3% | +18.9% |
| 1Y | +26.4% | -11.6% | +38.0% | +23.5% |
| All | +26.4% | -10.1% | +36.5% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling