+62.4%
EWY vs PG
+15.9%
+46.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -0.1% |
| 7D | -8.3% | +5.7% | -14.0% | -5.4% |
| 30D | -20.5% | +15.4% | -36.0% | -14.4% |
| 3M | -11.1% | +13.8% | -24.9% | -4.6% |
| 6M | -7.0% | +18.3% | -25.3% | +0.9% |
| YTD | +56.5% | +20.1% | +36.3% | +82.4% |
| 1Y | +62.4% | +17.0% | +45.4% | +86.7% |
| All | +62.4% | +15.9% | +46.6% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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