+164.3%
EWY vs PFG
+51.4%
+112.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.8% |
| 7D | +4.8% | +5.5% | -0.7% | +4.0% |
| 30D | +11.7% | +2.4% | +9.3% | +11.3% |
| 3M | -7.4% | +13.6% | -21.0% | -11.3% |
| 6M | +40.6% | +27.9% | +12.7% | +25.7% |
| YTD | +94.3% | +35.6% | +58.7% | +71.9% |
| 1Y | +164.3% | +48.5% | +115.8% | +135.9% |
| All | +164.3% | +51.4% | +112.9% | +135.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling