+303.5%
EWY vs PFG
+251.1%
+52.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.8% |
| 7D | -0.1% | -0.4% | +0.4% | +0.1% |
| 30D | +7.3% | +2.9% | +4.4% | +5.9% |
| 3M | -5.1% | +6.7% | -11.8% | -8.3% |
| 6M | +42.1% | +33.8% | +8.3% | +25.5% |
| YTD | +94.1% | +35.0% | +59.2% | +70.7% |
| 1Y | +147.8% | +46.4% | +101.4% | +110.5% |
| 3Y | +222.9% | +71.6% | +151.3% | +152.8% |
| 5Y | +150.6% | +113.7% | +36.9% | +76.3% |
| All | +303.5% | +251.1% | +52.4% | +104.5% |
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