+8.1%
EWZ vs PFG
+46.8%
-38.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.0% |
| 7D | -4.1% | +4.9% | -9.0% | -4.8% |
| 30D | -25.0% | +5.7% | -30.6% | -25.6% |
| 3M | -10.6% | +2.6% | -13.2% | -10.8% |
| 6M | -16.6% | +19.8% | -36.4% | -21.7% |
| YTD | +2.5% | +36.3% | -33.8% | -8.0% |
| 1Y | +8.1% | +47.9% | -39.8% | -3.0% |
| All | +8.1% | +46.8% | -38.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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