+98.5%
EWY vs PFG
+92.7%
+5.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +4.2% | +2.4% | +1.8% | +3.3% |
| 30D | -10.7% | +5.9% | -16.5% | -12.4% |
| 3M | -20.1% | -0.4% | -19.6% | -20.2% |
| 6M | -24.3% | +14.8% | -39.2% | -29.3% |
| YTD | +46.9% | +31.9% | +14.9% | +29.7% |
| 1Y | +55.2% | +38.8% | +16.4% | +34.2% |
| 3Y | +157.0% | +82.4% | +74.6% | +93.1% |
| All | +98.5% | +92.7% | +5.8% | +41.4% |
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