+378.9%
EWY vs PFGC
+419.1%
-40.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +4.8% | -2.2% | +7.0% | +5.2% |
| 30D | +11.7% | -11.9% | +23.6% | +14.0% |
| 3M | -7.4% | +5.0% | -12.4% | -8.8% |
| 6M | +40.6% | +8.6% | +32.0% | +37.7% |
| YTD | +94.3% | +9.7% | +84.6% | +89.9% |
| 1Y | +164.3% | -6.3% | +170.6% | +165.1% |
| 3Y | +221.0% | +58.2% | +162.8% | +191.4% |
| 5Y | +139.1% | +110.4% | +28.7% | +104.0% |
| 10Y | +298.8% | +272.8% | +26.0% | +212.0% |
| All | +378.9% | +419.1% | -40.2% | +258.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling