+153.4%
EWY vs PFGC
+108.3%
+45.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +6.7% | -3.7% | +10.4% | +7.7% |
| 30D | +17.0% | -16.0% | +32.9% | +22.3% |
| 3M | +3.7% | -4.1% | +7.8% | +3.8% |
| 6M | +42.5% | +8.7% | +33.8% | +37.2% |
| YTD | +96.2% | +6.4% | +89.9% | +90.0% |
| 1Y | +160.4% | -8.4% | +168.7% | +161.8% |
| 3Y | +231.7% | +61.8% | +169.9% | +178.4% |
| All | +153.4% | +108.3% | +45.1% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling