+2,004.8%
EWY vs PFG
+1,015.3%
+989.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.2% |
| 7D | +4.8% | +5.5% | -0.7% | +2.6% |
| 30D | +11.7% | +2.4% | +9.3% | +10.4% |
| 3M | -7.4% | +13.6% | -21.0% | -12.6% |
| 6M | +40.6% | +27.9% | +12.7% | +27.0% |
| YTD | +94.3% | +35.6% | +58.7% | +71.6% |
| 1Y | +164.3% | +48.5% | +115.8% | +124.8% |
| 3Y | +221.0% | +66.9% | +154.1% | +157.2% |
| 5Y | +139.1% | +111.0% | +28.2% | +72.3% |
| 10Y | +298.8% | +244.5% | +54.3% | +121.2% |
| All | +2,004.8% | +1,015.3% | +989.5% | +538.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling