+222.9%
EWY vs PFGC
+58.8%
+164.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.4% |
| 7D | -0.1% | -4.8% | +4.7% | +1.1% |
| 30D | +7.3% | -12.5% | +19.8% | +10.7% |
| 3M | -5.1% | -9.7% | +4.6% | -4.0% |
| 6M | +42.1% | +7.0% | +35.0% | +35.8% |
| YTD | +94.1% | +4.5% | +89.6% | +87.2% |
| 1Y | +147.8% | -11.6% | +159.4% | +148.8% |
| 3Y | +222.9% | +58.5% | +164.4% | +168.0% |
| All | +222.9% | +58.8% | +164.1% | +168.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling