+153.3%
EWY vs PFG
+109.8%
+43.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.8% |
| 7D | +6.7% | +3.2% | +3.5% | +5.3% |
| 30D | +17.0% | +0.9% | +16.0% | +16.3% |
| 3M | +3.7% | +7.7% | -4.1% | -0.2% |
| 6M | +42.5% | +29.0% | +13.5% | +27.3% |
| YTD | +96.2% | +32.5% | +63.8% | +73.3% |
| 1Y | +160.4% | +47.3% | +113.1% | +119.9% |
| 3Y | +231.7% | +68.2% | +163.4% | +158.9% |
| 5Y | +153.3% | +108.5% | +44.8% | +75.1% |
| All | +153.3% | +109.8% | +43.5% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling