+62.4%
EWY vs PFGC
+12.5%
+50.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +13.5% | -15.4% | -2.9% |
| 7D | -8.3% | +13.9% | -22.2% | -9.4% |
| 30D | -20.5% | +18.4% | -38.9% | -22.2% |
| 3M | -11.1% | -2.5% | -8.6% | -9.8% |
| 6M | -7.0% | +26.0% | -33.0% | -16.4% |
| YTD | +56.5% | +21.9% | +34.6% | +46.0% |
| 1Y | +62.4% | +13.4% | +49.1% | +48.1% |
| All | +62.4% | +12.5% | +50.0% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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