+1,193.7%
EWY vs PG
+785.3%
+408.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +1.2% | -2.7% | +3.9% | +2.5% |
| 30D | +9.3% | -1.5% | +10.8% | +9.9% |
| 3M | +2.4% | -3.4% | +5.8% | +3.0% |
| 6M | +40.3% | -7.0% | +47.3% | +43.0% |
| YTD | +88.0% | +2.0% | +86.0% | +82.8% |
| 1Y | +143.8% | -6.5% | +150.3% | +146.4% |
| 3Y | +217.8% | +1.2% | +216.6% | +201.5% |
| 5Y | +142.7% | +12.8% | +129.9% | +113.7% |
| 10Y | +291.7% | +117.7% | +174.0% | +128.4% |
| All | +1,193.7% | +785.3% | +408.5% | +476.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling